+93.6%
AMT vs STLD
+1,105.0%
-1,011.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | -0.2% | +3.1% | -3.4% | -0.5% |
| 30D | +4.6% | -9.0% | +13.6% | +5.4% |
| 3M | -8.4% | -12.4% | +3.9% | -7.6% |
| 6M | -6.0% | +25.5% | -31.5% | -8.3% |
| YTD | +2.1% | +43.6% | -41.5% | -1.7% |
| 1Y | -6.4% | +87.2% | -93.6% | -12.3% |
| 3Y | +8.1% | +135.2% | -127.2% | -2.9% |
| 5Y | -31.9% | +290.9% | -322.8% | -43.1% |
| All | +93.6% | +1,105.0% | -1,011.4% | +31.4% |
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