+139.1%
STLD vs ACM
-21.7%
+160.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +3.1% | -3.7% | +6.9% | +4.7% |
| 30D | -9.0% | -11.1% | +2.1% | -4.8% |
| 3M | -12.4% | -8.0% | -4.4% | -9.9% |
| 6M | +25.5% | -29.7% | +55.2% | +45.8% |
| YTD | +43.6% | -29.4% | +73.0% | +64.2% |
| 1Y | +87.2% | -46.4% | +133.6% | +150.4% |
| All | +139.1% | -21.7% | +160.7% | +155.8% |
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