-98.1%
AMC vs STLD
+1,582.3%
-1,680.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +5.0% |
| 7D | +2.3% | +3.1% | -0.8% | +0.9% |
| 30D | -0.7% | -9.0% | +8.2% | +2.7% |
| 3M | +35.2% | -12.4% | +47.6% | +41.5% |
| 6M | +124.6% | +25.5% | +99.1% | +100.1% |
| YTD | +69.9% | +43.6% | +26.3% | +41.7% |
| 1Y | -2.6% | +87.2% | -89.8% | -27.9% |
| 3Y | -79.8% | +135.2% | -215.0% | -87.0% |
| 5Y | -99.4% | +290.9% | -390.3% | -99.7% |
| 10Y | -98.9% | +1,113.5% | -1,212.3% | -99.7% |
| All | -98.1% | +1,582.3% | -1,680.3% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling