+64.7%
AME vs STLD
+115.4%
-50.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.1% | +3.6% |
| 7D | -1.5% | -9.7% | +8.1% | +1.2% |
| 30D | -4.2% | -4.5% | +0.4% | -2.9% |
| 3M | -5.9% | -13.1% | +7.1% | -2.7% |
| 6M | +2.8% | -2.8% | +5.6% | +2.9% |
| YTD | +16.6% | +35.3% | -18.8% | +6.7% |
| 1Y | +22.1% | +51.4% | -29.3% | +8.7% |
| 3Y | +64.7% | +117.9% | -53.3% | +35.2% |
| All | +64.7% | +115.4% | -50.7% | +35.2% |
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 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