+40.2%
AMC vs STLD
+59.7%
-19.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -3.0% | +10.4% | +7.8% |
| 7D | +17.7% | -3.9% | +21.7% | +18.5% |
| 30D | +26.2% | -0.4% | +26.5% | +26.1% |
| 3M | +31.3% | -9.2% | +40.5% | +33.4% |
| 6M | +142.8% | +5.0% | +137.8% | +137.2% |
| YTD | +125.6% | +42.8% | +82.8% | +98.5% |
| 1Y | +40.2% | +60.1% | -19.8% | +6.3% |
| All | +40.2% | +59.7% | -19.4% | +6.3% |
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