+33.8%
AG vs STLD
+50.3%
-16.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.1% | +2.6% | +3.8% |
| 7D | +10.8% | -9.7% | +20.5% | +15.2% |
| 30D | -8.2% | -4.5% | -3.6% | -6.7% |
| 3M | -13.7% | -13.1% | -0.6% | -8.9% |
| 6M | -27.3% | -2.8% | -24.5% | -27.6% |
| YTD | -4.6% | +35.3% | -39.9% | -19.9% |
| All | +33.8% | +50.3% | -16.5% | -2.4% |
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