+264,716.1%
AMZN vs STLD
+6,349.8%
+258,366.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +7.9% | -11.1% | +19.0% | +11.1% |
| 30D | -0.2% | -4.8% | +4.5% | +0.9% |
| 3M | -4.8% | -14.6% | +9.8% | -1.3% |
| 6M | -5.7% | -7.4% | +1.7% | -5.0% |
| YTD | +12.3% | +32.6% | -20.2% | +2.2% |
| 1Y | +6.7% | +47.3% | -40.6% | -5.6% |
| 3Y | +85.6% | +107.5% | -22.0% | +47.5% |
| 5Y | +47.4% | +268.8% | -221.5% | -1.7% |
| 10Y | +586.8% | +883.3% | -296.5% | +218.9% |
| All | +264,716.1% | +6,349.8% | +258,366.3% | +43,251.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling