-42.8%
APP vs STLD
+5.3%
-48.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -3.0% | +13.7% | +10.3% |
| 7D | +4.5% | -3.9% | +8.5% | +4.0% |
| 30D | -3.6% | -0.4% | -3.2% | -3.7% |
| 3M | -35.3% | -9.2% | -26.0% | -36.0% |
| 6M | -42.8% | +5.0% | -47.8% | -39.9% |
| All | -42.8% | +5.3% | -48.1% | -39.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling