+209.9%
AMGN vs STLD
+1,072.4%
-862.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.7% | -9.4% | -10.0% |
| 7D | -10.3% | +2.7% | -12.9% | -10.6% |
| 30D | -3.8% | -8.4% | +4.7% | -2.6% |
| 3M | +14.4% | -9.9% | +24.2% | +15.9% |
| 6M | +7.8% | +33.0% | -25.2% | +2.6% |
| YTD | +22.6% | +42.6% | -20.0% | +15.2% |
| 1Y | +44.2% | +80.8% | -36.5% | +30.4% |
| 3Y | +65.8% | +143.4% | -77.6% | +41.1% |
| 5Y | +108.0% | +293.4% | -185.4% | +57.6% |
| 10Y | +209.9% | +1,080.4% | -870.5% | +70.9% |
| All | +209.9% | +1,072.4% | -862.5% | +70.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling