+130.8%
AMGN vs STLD
+292.4%
-161.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.4% |
| 7D | +1.1% | +3.1% | -2.0% | +0.7% |
| 30D | +7.8% | -9.0% | +16.8% | +8.9% |
| 3M | +27.3% | -12.4% | +39.6% | +29.0% |
| 6M | +16.8% | +25.5% | -8.7% | +13.2% |
| YTD | +36.3% | +43.6% | -7.3% | +30.0% |
| 1Y | +60.4% | +87.2% | -26.8% | +48.5% |
| 3Y | +86.3% | +135.2% | -48.9% | +67.5% |
| All | +130.8% | +292.4% | -161.6% | +92.0% |
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