+11.5%
AG vs STLD
+55.9%
-44.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.8% | -4.5% | -5.0% |
| 7D | -6.0% | +6.9% | -12.9% | -8.4% |
| 30D | -14.3% | -1.5% | -12.9% | -14.0% |
| 3M | -26.9% | -9.7% | -17.2% | -24.1% |
| 6M | -42.1% | +2.3% | -44.4% | -43.6% |
| YTD | -15.9% | +41.0% | -56.9% | -29.6% |
| 1Y | +11.5% | +51.8% | -40.3% | -14.5% |
| All | +11.5% | +55.9% | -44.4% | -14.5% |
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 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