+124.5%
AMT vs STLD
+779.4%
-654.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.1% |
| 7D | +0.4% | -9.7% | +10.0% | +1.2% |
| 30D | +3.7% | -4.5% | +8.2% | +4.0% |
| 3M | +10.7% | -13.1% | +23.8% | +11.8% |
| 6M | +9.3% | -2.8% | +12.0% | +9.1% |
| YTD | +10.9% | +35.3% | -24.4% | +7.1% |
| 1Y | +10.5% | +51.4% | -40.8% | +5.5% |
| 3Y | +15.5% | +117.9% | -102.4% | +4.2% |
| 5Y | -20.6% | +272.6% | -293.2% | -33.7% |
| 10Y | +124.5% | +782.2% | -657.6% | +60.8% |
| All | +124.5% | +779.4% | -654.8% | +60.8% |
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