+196.6%
AMD vs STLD
+268.5%
-71.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -7.6% | -9.7% | -13.8% |
| 7D | -28.6% | -12.5% | -16.1% | -23.8% |
| 30D | -37.7% | -6.8% | -30.9% | -35.3% |
| 3M | -16.1% | -16.4% | +0.3% | -9.2% |
| 6M | +13.8% | -6.1% | +20.0% | +16.2% |
| YTD | +88.8% | +32.0% | +56.9% | +64.1% |
| 1Y | +57.8% | +45.5% | +12.3% | +31.1% |
| 3Y | +260.3% | +106.5% | +153.8% | +149.1% |
| 5Y | +196.6% | +267.2% | -70.6% | +51.2% |
| All | +196.6% | +268.5% | -71.9% | +51.2% |
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