+294.5%
AG vs STLD
+2,037.5%
-1,743.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.4% | +1.6% |
| 7D | +6.3% | -11.1% | +17.4% | +10.9% |
| 30D | -8.9% | -4.8% | -4.2% | -7.4% |
| 3M | -12.2% | -14.6% | +2.4% | -7.6% |
| 6M | -28.3% | -7.4% | -20.9% | -27.1% |
| YTD | -8.8% | +32.6% | -41.4% | -19.2% |
| 1Y | +39.4% | +47.3% | -8.0% | +18.9% |
| 3Y | +229.4% | +107.5% | +121.9% | +139.8% |
| 5Y | +14.5% | +268.8% | -254.3% | -36.3% |
| 10Y | +82.7% | +883.3% | -800.6% | -41.4% |
| All | +294.5% | +2,037.5% | -1,743.1% | -26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling