+35.1%
APD vs STLD
+59.7%
-24.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.9% | +2.1% |
| 7D | +3.8% | -3.9% | +7.7% | +4.1% |
| 30D | +14.1% | -0.4% | +14.5% | +14.1% |
| 3M | +8.2% | -9.2% | +17.4% | +8.6% |
| 6M | +7.5% | +5.0% | +2.6% | +6.7% |
| YTD | +31.7% | +42.8% | -11.2% | +26.9% |
| 1Y | +35.1% | +60.1% | -25.0% | +30.4% |
| All | +35.1% | +59.7% | -24.6% | +30.4% |
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 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