-98.8%
AMC vs STLD
+864.5%
-963.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -7.6% | -4.9% | -9.0% |
| 7D | 0.0% | -12.5% | +12.5% | +6.4% |
| 30D | +4.4% | -6.8% | +11.2% | +8.0% |
| 3M | +15.4% | -16.4% | +31.7% | +24.2% |
| 6M | +93.7% | -6.1% | +99.8% | +96.2% |
| YTD | +97.4% | +32.0% | +65.5% | +68.2% |
| 1Y | +23.2% | +45.5% | -22.3% | 0.0% |
| 3Y | -71.3% | +106.5% | -177.8% | -81.3% |
| 5Y | -99.3% | +267.2% | -366.4% | -99.6% |
| All | -98.8% | +864.5% | -963.3% | -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