+629.7%
AMZN vs STLD
+804.7%
-175.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.8% | -2.3% | +0.6% |
| 7D | +8.0% | -4.7% | +12.7% | +9.1% |
| 30D | +3.2% | -0.9% | +4.2% | +3.3% |
| 3M | -2.6% | -11.9% | +9.3% | -0.2% |
| 6M | -0.7% | +0.9% | -1.6% | -2.0% |
| YTD | +17.4% | +40.4% | -23.1% | +6.1% |
| 1Y | +9.0% | +56.6% | -47.5% | -4.1% |
| 3Y | +88.7% | +125.5% | -36.8% | +50.3% |
| 5Y | +55.6% | +292.8% | -237.2% | +8.4% |
| 10Y | +629.7% | +787.1% | -157.3% | +318.8% |
| All | +629.7% | +804.7% | -175.0% | +318.8% |
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