+69.8%
APA vs STLD
+255.4%
-185.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.2% | +2.4% |
| 7D | -15.5% | -11.1% | -4.4% | -11.0% |
| 30D | +2.4% | -4.8% | +7.2% | +4.4% |
| 3M | +22.8% | -14.6% | +37.3% | +30.7% |
| 6M | +17.9% | -7.4% | +25.3% | +19.5% |
| YTD | +87.7% | +32.6% | +55.1% | +56.5% |
| 1Y | +94.2% | +47.3% | +46.9% | +52.8% |
| 3Y | +27.2% | +107.5% | -80.3% | -17.7% |
| All | +69.8% | +255.4% | -185.6% | -16.9% |
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 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