+292.8%
STLD vs ACM
+4.8%
+288.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.4% |
| 7D | -4.7% | +6.6% | -11.3% | -7.8% |
| 30D | -0.9% | +19.8% | -20.7% | -10.1% |
| 3M | -11.9% | -3.1% | -8.7% | -11.3% |
| 6M | +0.9% | -11.5% | +12.4% | +6.2% |
| YTD | +40.4% | -24.7% | +65.1% | +60.1% |
| 1Y | +56.6% | -45.1% | +101.6% | +120.5% |
| 3Y | +125.5% | -8.9% | +134.4% | +114.0% |
| 5Y | +292.8% | +5.4% | +287.4% | +235.9% |
| All | +292.8% | +4.8% | +288.0% | +235.9% |
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