+154.5%
AMGN vs STLD
+255.4%
-100.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | 0.0% |
| 7D | -1.2% | -11.1% | +9.9% | +0.2% |
| 30D | +11.5% | -4.8% | +16.2% | +12.0% |
| 3M | +14.4% | -14.6% | +28.9% | +16.3% |
| 6M | +40.9% | -7.4% | +48.3% | +41.7% |
| YTD | +43.5% | +32.6% | +11.0% | +37.8% |
| 1Y | +49.9% | +47.3% | +2.6% | +42.1% |
| 3Y | +84.6% | +107.5% | -22.9% | +67.3% |
| All | +154.5% | +255.4% | -100.9% | +107.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling