+57.5%
AG vs STLD
+1,072.4%
-1,014.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | +4.5% | +2.7% | +1.8% | +3.8% |
| 30D | +12.9% | -8.4% | +21.3% | +15.2% |
| 3M | +20.9% | -9.9% | +30.8% | +23.7% |
| 6M | -19.5% | +33.0% | -52.6% | -26.1% |
| YTD | +24.8% | +42.6% | -17.8% | +12.5% |
| 1Y | +120.2% | +80.8% | +39.5% | +85.8% |
| 3Y | +279.0% | +143.4% | +135.6% | +191.4% |
| 5Y | +67.9% | +293.4% | -225.5% | +12.1% |
| 10Y | +57.5% | +1,080.4% | -1,022.9% | -42.8% |
| All | +57.5% | +1,072.4% | -1,014.9% | -42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling