-10.3%
AMCR vs STLD
+291.8%
-302.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -1.8% | +2.7% | -4.5% | -2.5% |
| 30D | -6.0% | -8.4% | +2.4% | -4.3% |
| 3M | +18.9% | -9.9% | +28.8% | +21.3% |
| 6M | +5.7% | +33.0% | -27.4% | -2.0% |
| YTD | +11.1% | +42.6% | -31.5% | +1.4% |
| 1Y | +12.7% | +80.8% | -68.0% | -2.7% |
| 3Y | +9.6% | +143.4% | -133.8% | -13.8% |
| 5Y | -10.3% | +293.4% | -303.7% | -38.3% |
| All | -10.3% | +291.8% | -302.1% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling