+10.5%
AMCR vs STLD
+55.9%
-45.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | -4.5% | +6.9% | -11.3% | -6.5% |
| 30D | +4.9% | -1.5% | +6.3% | +5.2% |
| 3M | -4.6% | -9.7% | +5.1% | -1.5% |
| 6M | +15.2% | +2.3% | +12.8% | +11.0% |
| YTD | +9.7% | +41.0% | -31.3% | -9.1% |
| 1Y | +10.5% | +51.8% | -41.3% | -10.8% |
| All | +10.5% | +55.9% | -45.4% | -10.8% |
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