+3,167.9%
AMD vs STLD
+7,971.8%
-4,803.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -7.6% | -9.7% | -14.5% |
| 7D | -28.6% | -12.5% | -16.1% | -24.7% |
| 30D | -37.7% | -6.8% | -30.9% | -35.8% |
| 3M | -16.1% | -16.4% | +0.3% | -10.5% |
| 6M | +13.8% | -6.1% | +20.0% | +16.0% |
| YTD | +88.8% | +32.0% | +56.9% | +69.1% |
| 1Y | +57.8% | +45.5% | +12.3% | +36.3% |
| 3Y | +260.3% | +106.5% | +153.8% | +169.2% |
| 5Y | +196.6% | +267.2% | -70.6% | +74.2% |
| 10Y | +6,064.6% | +878.9% | +5,185.8% | +2,190.9% |
| All | +3,167.9% | +7,971.8% | -4,803.9% | +365.2% |
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 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