+9,548.6%
AME vs STLD
+8,008.3%
+1,540.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.1% | +2.4% |
| 7D | -5.2% | -11.1% | +6.0% | -2.2% |
| 30D | -8.0% | -4.8% | -3.2% | -6.8% |
| 3M | -8.9% | -14.6% | +5.6% | -5.4% |
| 6M | -5.0% | -7.4% | +2.4% | -3.7% |
| YTD | +11.9% | +32.6% | -20.7% | +3.0% |
| 1Y | +16.6% | +47.3% | -30.7% | +4.5% |
| 3Y | +62.5% | +107.5% | -45.1% | +30.3% |
| 5Y | +67.6% | +268.8% | -201.2% | +12.1% |
| 10Y | +450.4% | +883.3% | -432.9% | +173.0% |
| All | +9,548.6% | +8,008.3% | +1,540.2% | +2,603.8% |
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 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