+63.0%
AME vs STLD
+119.8%
-56.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.7% | +1.3% |
| 7D | +5.9% | +2.9% | +2.9% | +5.0% |
| 30D | -1.9% | -5.6% | +3.6% | -0.4% |
| 3M | -5.4% | -11.7% | +6.4% | -2.5% |
| 6M | +4.9% | -2.8% | +7.7% | +4.9% |
| YTD | +18.5% | +36.4% | -18.0% | +8.1% |
| 1Y | +25.5% | +50.0% | -24.5% | +11.9% |
| 3Y | +63.0% | +122.3% | -59.3% | +33.5% |
| All | +63.0% | +119.8% | -56.8% | +33.5% |
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