+9,915.8%
AME vs STLD
+8,684.3%
+1,231.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.9% |
| 7D | +0.6% | +3.1% | -2.5% | -0.2% |
| 30D | -6.7% | -9.0% | +2.3% | -4.6% |
| 3M | +4.1% | -12.4% | +16.4% | +7.1% |
| 6M | +1.6% | +25.5% | -23.9% | -4.8% |
| YTD | +16.1% | +43.6% | -27.5% | +4.9% |
| 1Y | +27.3% | +87.2% | -59.9% | +7.0% |
| 3Y | +50.9% | +135.2% | -84.4% | +17.1% |
| 5Y | +81.4% | +290.9% | -209.5% | +19.2% |
| 10Y | +417.0% | +1,113.5% | -696.5% | +143.5% |
| All | +9,915.8% | +8,684.3% | +1,231.5% | +2,651.7% |
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