+132.8%
AMAT vs STLD
+104.7%
+28.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -7.6% | -6.0% | -9.9% |
| 7D | -24.3% | -12.5% | -11.8% | -19.1% |
| 30D | -39.8% | -6.8% | -33.0% | -37.4% |
| 3M | -40.2% | -16.4% | -23.8% | -35.0% |
| 6M | -22.1% | -6.1% | -16.0% | -20.3% |
| YTD | +24.7% | +32.0% | -7.3% | +7.1% |
| 1Y | +33.3% | +45.5% | -12.2% | +8.9% |
| All | +132.8% | +104.7% | +28.1% | +57.6% |
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