-20.3%
AMT vs STLD
+255.4%
-275.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.1% | -2.7% |
| 7D | +0.5% | -11.1% | +11.7% | +1.2% |
| 30D | +13.6% | -4.8% | +18.4% | +13.9% |
| 3M | +11.5% | -14.6% | +26.0% | +12.4% |
| 6M | +6.9% | -7.4% | +14.3% | +7.1% |
| YTD | +10.8% | +32.6% | -21.7% | +7.8% |
| 1Y | +10.3% | +47.3% | -37.0% | +6.5% |
| 3Y | +12.4% | +107.5% | -95.1% | +2.3% |
| All | -20.3% | +255.4% | -275.7% | -34.7% |
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