+3,759.2%
AMD vs STLD
+8,684.3%
-4,925.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.3% | +5.3% |
| 7D | +2.6% | +3.1% | -0.6% | +1.3% |
| 30D | -0.9% | -9.0% | +8.1% | +2.2% |
| 3M | -8.7% | -12.4% | +3.6% | -5.1% |
| 6M | +136.3% | +25.5% | +110.8% | +115.9% |
| YTD | +123.0% | +43.6% | +79.4% | +93.0% |
| 1Y | +195.2% | +87.2% | +108.0% | +131.0% |
| 3Y | +336.3% | +135.2% | +201.1% | +209.4% |
| 5Y | +334.5% | +290.9% | +43.6% | +147.4% |
| 10Y | +6,259.1% | +1,113.5% | +5,145.7% | +2,076.7% |
| All | +3,759.2% | +8,684.3% | -4,925.1% | +431.0% |
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