+12.4%
APD vs STLD
+105.6%
-93.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -3.7% | -11.1% | +7.5% | -1.8% |
| 30D | +9.6% | -4.8% | +14.4% | +10.4% |
| 3M | +1.6% | -14.6% | +16.2% | +4.0% |
| 6M | +2.2% | -7.4% | +9.6% | +2.8% |
| YTD | +25.9% | +32.6% | -6.7% | +17.5% |
| 1Y | +20.1% | +47.3% | -27.2% | +9.6% |
| 3Y | +12.4% | +107.5% | -95.1% | -9.9% |
| All | +12.4% | +105.6% | -93.2% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling