-98.7%
AMC vs STLD
+868.9%
-967.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.5% | +1.7% |
| 7D | +2.6% | -11.1% | +13.7% | +8.4% |
| 30D | +9.0% | -4.8% | +13.8% | +11.6% |
| 3M | +22.2% | -14.6% | +36.7% | +30.2% |
| 6M | +91.5% | -7.4% | +98.9% | +95.2% |
| YTD | +101.3% | +32.6% | +68.7% | +71.1% |
| 1Y | +20.8% | +47.3% | -26.6% | -2.5% |
| 3Y | -71.3% | +107.5% | -178.9% | -81.3% |
| 5Y | -99.2% | +268.8% | -368.1% | -99.6% |
| All | -98.7% | +868.9% | -967.6% | -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