+445.6%
AG vs STLD
+2,215.7%
-1,770.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.4% |
| 7D | +1.0% | +3.1% | -2.1% | -0.1% |
| 30D | +19.2% | -9.0% | +28.2% | +22.8% |
| 3M | +6.2% | -12.4% | +18.5% | +10.6% |
| 6M | -26.7% | +25.5% | -52.2% | -33.4% |
| YTD | +26.1% | +43.6% | -17.5% | +8.7% |
| 1Y | +131.7% | +87.2% | +44.5% | +79.8% |
| 3Y | +255.3% | +135.2% | +120.1% | +146.3% |
| 5Y | +61.9% | +290.9% | -228.9% | -12.0% |
| 10Y | +72.0% | +1,113.5% | -1,041.4% | -49.3% |
| All | +445.6% | +2,215.7% | -1,770.1% | -1.7% |
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