+16.7%
AMCR vs STLD
+105.6%
-88.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -5.3% | -11.1% | +5.8% | -2.8% |
| 30D | +8.7% | -4.8% | +13.5% | +9.9% |
| 3M | -3.3% | -14.6% | +11.3% | -0.1% |
| 6M | +15.1% | -7.4% | +22.5% | +16.1% |
| YTD | +12.4% | +32.6% | -20.1% | +4.5% |
| 1Y | +15.8% | +47.3% | -31.5% | +5.5% |
| 3Y | +16.7% | +107.5% | -90.8% | -3.1% |
| All | +16.7% | +105.6% | -88.9% | -3.1% |
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