+391.7%
APP vs STLD
+410.4%
-18.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.7% |
| 7D | +0.9% | +3.1% | -2.3% | -0.1% |
| 30D | -23.3% | -9.0% | -14.3% | -21.2% |
| 3M | -42.6% | -12.4% | -30.3% | -40.7% |
| 6M | -33.6% | +25.5% | -59.1% | -39.3% |
| YTD | -52.4% | +43.6% | -96.0% | -58.8% |
| 1Y | -35.9% | +87.2% | -123.1% | -49.6% |
| 3Y | +642.2% | +135.2% | +507.0% | +431.6% |
| 5Y | +311.1% | +290.9% | +20.2% | +144.6% |
| All | +391.7% | +410.4% | -18.8% | +194.3% |
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