-98.8%
AMC vs STLD
+761.4%
-860.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -1.2% |
| 7D | +3.5% | +2.9% | +0.6% | +2.2% |
| 30D | +12.5% | -5.6% | +18.0% | +15.6% |
| 3M | +23.6% | -11.7% | +35.3% | +30.0% |
| 6M | +144.4% | -2.8% | +147.1% | +143.5% |
| YTD | +108.3% | +36.4% | +71.9% | +74.7% |
| 1Y | +38.9% | +50.0% | -11.1% | +11.2% |
| 3Y | -58.9% | +122.3% | -181.2% | -74.2% |
| 5Y | -99.2% | +273.2% | -372.4% | -99.6% |
| All | -98.8% | +761.4% | -860.2% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling