+26.3%
ADM vs STLD
+255.4%
-229.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -9.0% | -11.1% | +2.1% | -6.6% |
| 30D | -14.0% | -4.8% | -9.2% | -13.2% |
| 3M | -9.2% | -14.6% | +5.4% | -6.2% |
| 6M | -9.2% | -7.4% | -1.7% | -8.2% |
| YTD | +24.2% | +32.6% | -8.3% | +14.9% |
| 1Y | +27.0% | +47.3% | -20.4% | +14.4% |
| 3Y | +6.6% | +107.5% | -100.9% | -14.6% |
| All | +26.3% | +255.4% | -229.1% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling