+106.4%
AMCR vs STLD
+2,538.6%
-2,432.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.2% |
| 7D | -7.9% | -9.7% | +1.8% | -5.9% |
| 30D | +8.2% | -4.5% | +12.7% | +9.2% |
| 3M | -4.3% | -13.1% | +8.8% | -1.8% |
| 6M | +16.6% | -2.8% | +19.3% | +16.5% |
| YTD | +13.1% | +35.3% | -22.2% | +5.2% |
| 1Y | +14.4% | +51.4% | -37.0% | +3.9% |
| 3Y | +18.4% | +117.9% | -99.6% | -2.5% |
| 5Y | -5.8% | +272.6% | -278.4% | -32.3% |
| 10Y | +22.3% | +782.2% | -759.9% | -30.6% |
| All | +106.4% | +2,538.6% | -2,432.3% | +13.0% |
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