+107.5%
STLD vs ACM
-12.3%
+119.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.4% |
| 7D | -11.1% | +5.4% | -16.5% | -12.9% |
| 30D | -4.8% | +15.1% | -19.9% | -9.8% |
| 3M | -14.6% | -10.5% | -4.1% | -11.0% |
| 6M | -7.4% | -19.7% | +12.3% | +0.9% |
| YTD | +32.6% | -28.8% | +61.4% | +50.7% |
| 1Y | +47.3% | -47.9% | +95.2% | +100.7% |
| 3Y | +107.5% | -12.4% | +119.9% | +107.3% |
| All | +107.5% | -12.3% | +119.8% | +107.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling