-2.6%
AMC vs STLD
+89.3%
-91.8%
-69.8%
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% | +4.7% |
| 7D | +2.3% | +3.1% | -0.8% | +1.5% |
| 30D | -0.7% | -9.0% | +8.2% | +1.3% |
| 3M | +35.2% | -12.4% | +47.6% | +41.2% |
| 6M | +124.6% | +25.5% | +99.1% | +106.4% |
| YTD | +69.9% | +43.6% | +26.3% | +47.1% |
| 1Y | -2.6% | +87.2% | -89.8% | -23.6% |
| All | -2.6% | +89.3% | -91.8% | -23.6% |
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 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