+107.2%
APA vs STLD
+59.7%
+47.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.0% | -3.8% | -6.6% |
| 7D | -13.0% | -3.9% | -9.0% | -12.7% |
| 30D | +2.0% | -0.4% | +2.4% | +2.1% |
| 3M | +24.9% | -9.2% | +34.1% | +25.8% |
| 6M | +7.2% | +5.0% | +2.2% | +7.8% |
| YTD | +87.1% | +42.8% | +44.3% | +82.5% |
| 1Y | +107.2% | +60.1% | +47.1% | +109.1% |
| All | +107.2% | +59.7% | +47.5% | +109.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling