+326.9%
AMGN vs STLD
+790.2%
-463.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | +1.5% | +6.9% | -5.4% | +0.5% |
| 30D | +13.1% | -1.5% | +14.6% | +13.3% |
| 3M | +12.9% | -9.7% | +22.6% | +14.3% |
| 6M | +40.8% | +2.3% | +38.4% | +39.5% |
| YTD | +45.6% | +41.0% | +4.6% | +36.9% |
| 1Y | +42.7% | +51.8% | -9.1% | +32.7% |
| 3Y | +91.2% | +126.4% | -35.3% | +64.8% |
| 5Y | +158.1% | +285.7% | -127.6% | +97.5% |
| All | +326.9% | +790.2% | -463.3% | +173.7% |
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 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