+559.1%
AMZN vs STLD
+1,087.1%
-528.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | +0.2% |
| 7D | -3.0% | +3.1% | -6.1% | -3.7% |
| 30D | -5.2% | -9.0% | +3.8% | -3.3% |
| 3M | +1.9% | -12.4% | +14.2% | +4.3% |
| 6M | +19.2% | +25.5% | -6.3% | +11.7% |
| YTD | +12.0% | +43.6% | -31.6% | +1.2% |
| 1Y | +9.7% | +87.2% | -77.5% | -7.2% |
| 3Y | +87.2% | +135.2% | -48.1% | +48.5% |
| 5Y | +48.7% | +290.9% | -242.2% | +4.3% |
| All | +559.1% | +1,087.1% | -528.0% | +272.1% |
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