+302.3%
APA vs STLD
+8,684.3%
-8,382.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.6% |
| 7D | +0.5% | +3.1% | -2.6% | -0.7% |
| 30D | +23.4% | -9.0% | +32.4% | +27.4% |
| 3M | +12.7% | -12.4% | +25.1% | +17.5% |
| 6M | +39.4% | +25.5% | +13.9% | +24.0% |
| YTD | +79.0% | +43.6% | +35.3% | +50.6% |
| 1Y | +88.8% | +87.2% | +1.6% | +41.9% |
| 3Y | +6.4% | +135.2% | -128.9% | -27.7% |
| 5Y | +153.0% | +290.9% | -137.9% | +37.2% |
| 10Y | +7.5% | +1,113.5% | -1,105.9% | -59.4% |
| All | +302.3% | +8,684.3% | -8,382.0% | -17.5% |
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