+6,406.4%
AMD vs STLD
+1,105.0%
+5,301.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.3% | +5.3% |
| 7D | +2.6% | +3.1% | -0.6% | +1.2% |
| 30D | -0.9% | -9.0% | +8.1% | +2.4% |
| 3M | -8.7% | -12.4% | +3.6% | -4.8% |
| 6M | +136.3% | +25.5% | +110.8% | +114.1% |
| YTD | +123.0% | +43.6% | +79.4% | +90.6% |
| 1Y | +195.2% | +87.2% | +108.0% | +126.5% |
| 3Y | +336.3% | +135.2% | +201.1% | +201.4% |
| 5Y | +334.5% | +290.9% | +43.6% | +139.1% |
| All | +6,406.4% | +1,105.0% | +5,301.4% | +2,044.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling