+4,556.8%
AMGN vs STLD
+8,177.9%
-3,621.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.0% | +0.7% |
| 7D | 0.0% | -9.7% | +9.6% | +1.5% |
| 30D | +12.1% | -4.5% | +16.7% | +12.8% |
| 3M | +13.9% | -13.1% | +27.0% | +15.9% |
| 6M | +42.1% | -2.8% | +44.9% | +41.9% |
| YTD | +45.0% | +35.3% | +9.7% | +37.3% |
| 1Y | +49.3% | +51.4% | -2.1% | +38.9% |
| 3Y | +92.8% | +117.9% | -25.2% | +67.0% |
| 5Y | +156.7% | +272.6% | -115.9% | +99.2% |
| 10Y | +328.1% | +782.2% | -454.0% | +174.4% |
| All | +4,556.8% | +8,177.9% | -3,621.1% | +1,521.0% |
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 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