+311.1%
APA vs STLD
+7,971.8%
-7,660.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.6% | +5.3% | +0.7% |
| 7D | -15.6% | -12.5% | -3.1% | -11.1% |
| 30D | -0.9% | -6.8% | +5.9% | +1.7% |
| 3M | +26.1% | -16.4% | +42.5% | +34.2% |
| 6M | +6.1% | -6.1% | +12.2% | +6.9% |
| YTD | +82.8% | +32.0% | +50.9% | +58.7% |
| 1Y | +106.5% | +45.5% | +61.0% | +71.9% |
| 3Y | +21.9% | +106.5% | -84.6% | -12.6% |
| 5Y | +69.7% | +267.2% | -197.5% | -5.9% |
| 10Y | 0.0% | +878.9% | -878.9% | -59.3% |
| All | +311.1% | +7,971.8% | -7,660.7% | -13.1% |
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 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