+11.8%
APD vs STLD
+269.6%
-257.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | 0.0% | +1.6% |
| 7D | -1.6% | -9.7% | +8.1% | +0.6% |
| 30D | +10.6% | -4.5% | +15.1% | +11.6% |
| 3M | +2.5% | -13.1% | +15.6% | +5.3% |
| 6M | +6.0% | -2.8% | +8.7% | +5.6% |
| YTD | +28.4% | +35.3% | -6.9% | +17.6% |
| 1Y | +22.2% | +51.4% | -29.2% | +8.7% |
| 3Y | +26.6% | +117.9% | -91.4% | -0.4% |
| 5Y | +11.8% | +272.6% | -260.8% | -25.6% |
| All | +11.8% | +269.6% | -257.8% | -25.6% |
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