+419.4%
AME vs STLD
+1,105.0%
-685.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.0% |
| 7D | +0.6% | +3.1% | -2.5% | -0.5% |
| 30D | -6.7% | -9.0% | +2.3% | -4.0% |
| 3M | +4.1% | -12.4% | +16.4% | +8.0% |
| 6M | +1.6% | +25.5% | -23.9% | -6.8% |
| YTD | +16.1% | +43.6% | -27.5% | +1.5% |
| 1Y | +27.3% | +87.2% | -59.9% | +1.3% |
| 3Y | +50.9% | +135.2% | -84.4% | +7.4% |
| 5Y | +81.4% | +290.9% | -209.5% | +1.0% |
| All | +419.4% | +1,105.0% | -685.6% | +70.8% |
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