+50.9%
STLD vs ACM
-46.1%
+97.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.2% | -3.1% | +1.3% |
| 7D | -9.7% | +6.9% | -16.6% | -10.5% |
| 30D | -4.5% | +19.1% | -23.6% | -6.8% |
| 3M | -13.1% | -6.9% | -6.1% | -11.4% |
| 6M | -2.8% | -12.0% | +9.3% | -0.6% |
| YTD | +35.3% | -25.1% | +60.5% | +41.1% |
| All | +50.9% | -46.1% | +97.0% | +61.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling