+85.4%
APA vs STLD
+291.0%
-205.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +3.0% |
| 7D | +5.1% | -0.5% | +5.5% | +5.1% |
| 30D | +0.3% | -0.1% | +0.4% | +0.1% |
| 3M | +15.6% | -9.2% | +24.8% | +19.6% |
| 6M | +28.9% | +1.8% | +27.2% | +25.1% |
| YTD | +96.6% | +42.1% | +54.4% | +59.0% |
| 1Y | +95.5% | +58.5% | +37.0% | +49.0% |
| 3Y | +41.8% | +128.2% | -86.4% | -12.0% |
| 5Y | +85.4% | +288.2% | -202.8% | -12.4% |
| All | +85.4% | +291.0% | -205.6% | -12.4% |
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