+20.8%
AMC vs STLD
+45.5%
-24.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.5% | +1.8% |
| 7D | +2.6% | -11.1% | +13.7% | +5.3% |
| 30D | +9.0% | -4.8% | +13.8% | +10.5% |
| 3M | +22.2% | -14.6% | +36.7% | +26.1% |
| 6M | +91.5% | -7.4% | +98.9% | +93.2% |
| YTD | +101.3% | +32.6% | +68.7% | +78.8% |
| 1Y | +20.8% | +47.3% | -26.6% | -4.8% |
| All | +20.8% | +45.5% | -24.7% | -4.8% |
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