-80.6%
AMC vs STLD
+135.5%
-216.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.8% |
| 7D | +2.3% | +3.1% | -0.8% | +1.3% |
| 30D | -0.7% | -9.0% | +8.2% | +1.8% |
| 3M | +35.2% | -12.4% | +47.6% | +40.5% |
| 6M | +124.6% | +25.5% | +99.1% | +105.7% |
| YTD | +69.9% | +43.6% | +26.3% | +47.8% |
| 1Y | -2.6% | +87.2% | -89.8% | -22.9% |
| All | -80.6% | +135.5% | -216.1% | -87.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling