+292.6%
APP vs STLD
+255.4%
+37.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.5% | +9.4% | +9.7% |
| 7D | +71.2% | -11.1% | +82.3% | +76.2% |
| 30D | +39.1% | -4.8% | +43.9% | +39.7% |
| 3M | +16.5% | -14.6% | +31.1% | +20.9% |
| 6M | -16.6% | -7.4% | -9.1% | -16.7% |
| YTD | -41.9% | +32.6% | -74.5% | -50.4% |
| 1Y | -37.0% | +47.3% | -84.4% | -48.6% |
| 3Y | +892.4% | +107.5% | +784.9% | +581.3% |
| All | +292.6% | +255.4% | +37.2% | +98.0% |
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