+799.8%
STLD vs ACM
+130.8%
+669.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.8% | +1.6% |
| 7D | -0.5% | +3.0% | -3.5% | -2.3% |
| 30D | -0.1% | +19.7% | -19.7% | -10.9% |
| 3M | -9.2% | +5.3% | -14.5% | -13.6% |
| 6M | +1.8% | -10.8% | +12.5% | +6.2% |
| YTD | +42.1% | -25.1% | +67.2% | +63.3% |
| 1Y | +58.5% | -45.8% | +104.3% | +125.4% |
| 3Y | +128.2% | -9.4% | +137.6% | +123.3% |
| 5Y | +288.2% | +4.8% | +283.5% | +242.0% |
| 10Y | +799.8% | +129.8% | +670.0% | +372.3% |
| All | +799.8% | +130.8% | +669.0% | +372.3% |
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