+261.9%
AMD vs STLD
+104.7%
+157.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -7.6% | -9.7% | -13.6% |
| 7D | -28.6% | -12.5% | -16.1% | -23.6% |
| 30D | -37.7% | -6.8% | -30.9% | -35.2% |
| 3M | -16.1% | -16.4% | +0.3% | -8.7% |
| 6M | +13.8% | -6.1% | +20.0% | +16.2% |
| YTD | +88.8% | +32.0% | +56.9% | +62.1% |
| 1Y | +57.8% | +45.5% | +12.3% | +29.0% |
| All | +261.9% | +104.7% | +157.2% | +161.3% |
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 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