+10,499.7%
AMAT vs STLD
+8,634.8%
+1,864.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.0% | -0.2% | -2.3% |
| 7D | -11.2% | -3.9% | -7.3% | -10.0% |
| 30D | -31.9% | -0.4% | -31.5% | -31.8% |
| 3M | -32.3% | -9.2% | -23.1% | -30.5% |
| 6M | -5.4% | +5.0% | -10.4% | -7.5% |
| YTD | +44.3% | +42.8% | +1.4% | +26.7% |
| 1Y | +61.4% | +60.1% | +1.3% | +36.5% |
| 3Y | +170.6% | +123.5% | +47.1% | +102.3% |
| 5Y | +156.4% | +302.0% | -145.6% | +54.9% |
| 10Y | +1,356.4% | +959.3% | +397.1% | +511.7% |
| All | +10,499.7% | +8,634.8% | +1,864.9% | +1,334.6% |
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 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