+112.7%
AMT vs STLD
+868.9%
-756.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.1% | -2.7% |
| 7D | +0.5% | -11.1% | +11.7% | +1.5% |
| 30D | +13.6% | -4.8% | +18.4% | +14.0% |
| 3M | +11.5% | -14.6% | +26.0% | +12.7% |
| 6M | +6.9% | -7.4% | +14.3% | +7.2% |
| YTD | +10.8% | +32.6% | -21.7% | +7.4% |
| 1Y | +10.3% | +47.3% | -37.0% | +5.8% |
| 3Y | +12.4% | +107.5% | -95.1% | +2.4% |
| 5Y | -20.1% | +268.8% | -288.9% | -32.6% |
| All | +112.7% | +868.9% | -756.2% | +71.5% |
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 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