-42.3%
APP vs STLD
+47.9%
-90.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -7.6% | +38.6% | +29.0% |
| 7D | +39.7% | -12.5% | +52.2% | +36.9% |
| 30D | +27.7% | -6.8% | +34.6% | +25.7% |
| 3M | -14.8% | -16.4% | +1.6% | -16.7% |
| 6M | -25.5% | -6.1% | -19.4% | -25.6% |
| YTD | -47.2% | +32.0% | -79.1% | -44.7% |
| 1Y | -42.3% | +45.5% | -87.8% | -41.8% |
| All | -42.3% | +47.9% | -90.2% | -41.8% |
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 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