+12,947.6%
AMAT vs STLD
+8,684.3%
+4,263.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.9% |
| 7D | -1.5% | +3.1% | -4.7% | -2.6% |
| 30D | -14.8% | -9.0% | -5.8% | -12.3% |
| 3M | -9.3% | -12.4% | +3.1% | -5.7% |
| 6M | +27.4% | +25.5% | +1.9% | +17.6% |
| YTD | +77.6% | +43.6% | +33.9% | +56.0% |
| 1Y | +188.9% | +87.2% | +101.8% | +132.2% |
| 3Y | +202.3% | +135.2% | +67.1% | +122.4% |
| 5Y | +248.9% | +290.9% | -42.0% | +112.4% |
| 10Y | +1,585.2% | +1,113.5% | +471.8% | +579.9% |
| All | +12,947.6% | +8,684.3% | +4,263.3% | +1,666.0% |
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 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