-97.4%
AMC vs STLD
+1,572.8%
-1,670.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -3.0% | +10.4% | +8.6% |
| 7D | +17.7% | -3.9% | +21.7% | +19.6% |
| 30D | +26.2% | -0.4% | +26.5% | +26.2% |
| 3M | +31.3% | -9.2% | +40.5% | +35.5% |
| 6M | +142.8% | +5.0% | +137.8% | +134.0% |
| YTD | +125.6% | +42.8% | +82.8% | +87.9% |
| 1Y | +40.2% | +60.1% | -19.8% | +11.0% |
| 3Y | -67.2% | +123.5% | -190.6% | -78.5% |
| 5Y | -99.1% | +302.0% | -401.1% | -99.6% |
| 10Y | -98.5% | +959.3% | -1,057.8% | -99.6% |
| All | -97.4% | +1,572.8% | -1,670.2% | -99.3% |
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