+446.2%
APP vs STLD
+369.0%
+77.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -7.6% | +38.6% | +33.0% |
| 7D | +39.7% | -12.5% | +52.2% | +43.8% |
| 30D | +27.7% | -6.8% | +34.6% | +29.0% |
| 3M | -14.8% | -16.4% | +1.6% | -11.4% |
| 6M | -25.5% | -6.1% | -19.4% | -26.0% |
| YTD | -47.2% | +32.0% | -79.1% | -53.7% |
| 1Y | -42.3% | +45.5% | -87.8% | -51.2% |
| 3Y | +806.8% | +106.5% | +700.3% | +566.9% |
| 5Y | +261.6% | +267.2% | -5.5% | +119.6% |
| All | +446.2% | +369.0% | +77.2% | +230.9% |
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 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