+100.2%
AMCR vs STLD
+2,700.1%
-2,599.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.1% |
| 7D | -1.9% | +3.1% | -5.0% | -2.5% |
| 30D | -4.1% | -9.0% | +4.9% | -2.4% |
| 3M | +21.7% | -12.4% | +34.0% | +24.6% |
| 6M | +1.5% | +25.5% | -24.0% | -3.9% |
| YTD | +13.1% | +43.6% | -30.5% | +4.0% |
| 1Y | +13.0% | +87.2% | -74.2% | -2.0% |
| 3Y | +6.9% | +135.2% | -128.3% | -13.3% |
| 5Y | -10.5% | +290.9% | -301.3% | -36.4% |
| 10Y | +20.9% | +1,113.5% | -1,092.6% | -32.6% |
| All | +100.2% | +2,700.1% | -2,599.9% | +8.4% |
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