-71.9%
AMC vs STLD
+104.7%
-176.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -7.6% | -4.9% | -10.3% |
| 7D | 0.0% | -12.5% | +12.5% | +4.0% |
| 30D | +4.4% | -6.8% | +11.2% | +6.7% |
| 3M | +15.4% | -16.4% | +31.7% | +21.1% |
| 6M | +93.7% | -6.1% | +99.8% | +95.6% |
| YTD | +97.4% | +32.0% | +65.5% | +77.4% |
| 1Y | +23.2% | +45.5% | -22.3% | +7.1% |
| All | -71.9% | +104.7% | -176.6% | -79.1% |
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