+277.1%
STLD vs ACM
+1.1%
+276.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.5% |
| 7D | +2.9% | +5.6% | -2.7% | 0.0% |
| 30D | -5.6% | +20.8% | -26.4% | -14.7% |
| 3M | -11.7% | +11.4% | -23.1% | -17.5% |
| 6M | -2.8% | +0.9% | -3.7% | -4.9% |
| YTD | +36.4% | -24.8% | +61.3% | +55.7% |
| 1Y | +50.0% | -46.4% | +96.4% | +115.6% |
| 3Y | +122.3% | -9.2% | +131.5% | +111.3% |
| All | +277.1% | +1.1% | +276.0% | +226.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling