+1,826.0%
APD vs STLD
+7,971.8%
-6,145.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.6% | +4.6% | -1.0% |
| 7D | -0.7% | -12.5% | +11.8% | +2.7% |
| 30D | +10.1% | -6.8% | +17.0% | +12.0% |
| 3M | +4.9% | -16.4% | +21.2% | +9.3% |
| 6M | +2.5% | -6.1% | +8.6% | +3.0% |
| YTD | +27.8% | +32.0% | -4.2% | +16.7% |
| 1Y | +32.9% | +45.5% | -12.6% | +18.2% |
| 3Y | +13.4% | +106.5% | -93.1% | -10.4% |
| 5Y | +12.8% | +267.2% | -254.4% | -26.0% |
| 10Y | +194.6% | +878.9% | -684.3% | +37.7% |
| All | +1,826.0% | +7,971.8% | -6,145.7% | +331.8% |
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