+188.9%
AMAT vs STLD
+89.3%
+99.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +5.0% |
| 7D | -1.5% | +3.1% | -4.7% | -3.0% |
| 30D | -14.8% | -9.0% | -5.8% | -11.3% |
| 3M | -9.3% | -12.4% | +3.1% | -3.9% |
| 6M | +27.4% | +25.5% | +1.9% | +14.0% |
| YTD | +77.6% | +43.6% | +33.9% | +48.8% |
| 1Y | +188.9% | +87.2% | +101.8% | +117.0% |
| All | +188.9% | +89.3% | +99.7% | +117.0% |
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