+9,308.9%
AME vs STLD
+7,971.8%
+1,337.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -7.6% | +1.6% | -4.0% |
| 7D | -11.4% | -12.5% | +1.0% | -8.3% |
| 30D | -12.1% | -6.8% | -5.3% | -10.5% |
| 3M | -12.3% | -16.4% | +4.0% | -8.5% |
| 6M | -4.6% | -6.1% | +1.5% | -3.7% |
| YTD | +9.1% | +32.0% | -22.9% | +0.6% |
| 1Y | +13.3% | +45.5% | -32.2% | +1.8% |
| 3Y | +58.2% | +106.5% | -48.3% | +27.0% |
| 5Y | +63.4% | +267.2% | -203.7% | +9.5% |
| 10Y | +436.7% | +878.9% | -442.2% | +166.5% |
| All | +9,308.9% | +7,971.8% | +1,337.1% | +2,539.6% |
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