+201.8%
AG vs STLD
+119.8%
+82.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -1.2% |
| 7D | -10.0% | +2.9% | -12.9% | -11.0% |
| 30D | -10.5% | -5.6% | -4.9% | -8.8% |
| 3M | -27.3% | -11.7% | -15.5% | -24.4% |
| 6M | -43.0% | -2.8% | -40.2% | -43.0% |
| YTD | -17.9% | +36.4% | -54.4% | -28.4% |
| 1Y | +11.9% | +50.0% | -38.1% | -5.7% |
| 3Y | +201.8% | +122.3% | +79.5% | +88.1% |
| All | +201.8% | +119.8% | +82.0% | +88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling