+803.3%
APP vs STLD
+104.7%
+698.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -7.6% | +38.6% | +32.7% |
| 7D | +39.7% | -12.5% | +52.2% | +43.5% |
| 30D | +27.7% | -6.8% | +34.6% | +28.7% |
| 3M | -14.8% | -16.4% | +1.6% | -11.4% |
| 6M | -25.5% | -6.1% | -19.4% | -26.3% |
| YTD | -47.2% | +32.0% | -79.1% | -55.1% |
| 1Y | -42.3% | +45.5% | -87.8% | -53.4% |
| All | +803.3% | +104.7% | +698.6% | +457.8% |
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 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