+27.9%
APD vs STLD
+292.4%
-264.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.6% |
| 7D | -2.2% | +3.1% | -5.4% | -2.9% |
| 30D | +2.1% | -9.0% | +11.1% | +4.0% |
| 3M | +7.2% | -12.4% | +19.5% | +9.8% |
| 6M | +11.2% | +25.5% | -14.3% | +4.4% |
| YTD | +24.4% | +43.6% | -19.2% | +12.8% |
| 1Y | +6.7% | +87.2% | -80.5% | -9.7% |
| 3Y | +9.2% | +135.2% | -126.0% | -15.1% |
| All | +27.9% | +292.4% | -264.5% | -14.6% |
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