+64.2%
ADM vs STLD
+292.4%
-228.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | +3.8% | +3.1% | +0.6% | +3.0% |
| 30D | +9.8% | -9.0% | +18.7% | +12.0% |
| 3M | +2.1% | -12.4% | +14.5% | +4.9% |
| 6M | +27.5% | +25.5% | +2.0% | +20.0% |
| YTD | +50.2% | +43.6% | +6.6% | +36.6% |
| 1Y | +40.6% | +87.2% | -46.6% | +19.2% |
| 3Y | +17.2% | +135.2% | -118.0% | -9.0% |
| All | +64.2% | +292.4% | -228.2% | +7.0% |
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