+852.5%
STLD vs ACM
+155.0%
+697.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.4% |
| 7D | -11.1% | +5.4% | -16.5% | -14.1% |
| 30D | -4.8% | +15.1% | -19.9% | -13.1% |
| 3M | -14.6% | -10.5% | -4.1% | -10.1% |
| 6M | -7.4% | -19.7% | +12.3% | +3.6% |
| YTD | +32.6% | -28.8% | +61.4% | +57.5% |
| 1Y | +47.3% | -47.9% | +95.2% | +114.8% |
| 3Y | +107.5% | -12.4% | +119.9% | +107.1% |
| 5Y | +268.8% | +0.6% | +268.3% | +233.3% |
| All | +852.5% | +155.0% | +697.5% | +371.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling