+120.2%
AG vs STLD
+80.8%
+39.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | +4.5% | +2.7% | +1.8% | +3.7% |
| 30D | +12.9% | -8.4% | +21.3% | +16.0% |
| 3M | +20.9% | -9.9% | +30.8% | +25.6% |
| 6M | -19.5% | +33.0% | -52.6% | -28.7% |
| YTD | +24.8% | +42.6% | -17.8% | +12.3% |
| 1Y | +120.2% | +80.8% | +39.5% | +101.1% |
| All | +120.2% | +80.8% | +39.4% | +101.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling