+1,327.2%
STLD vs ACM
+233.2%
+1,094.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.2% | -5.4% | -6.1% |
| 7D | -12.5% | +5.1% | -17.5% | -15.4% |
| 30D | -6.8% | +11.5% | -18.3% | -13.7% |
| 3M | -16.4% | -10.5% | -5.9% | -12.0% |
| 6M | -6.1% | -20.4% | +14.2% | +5.8% |
| YTD | +32.0% | -28.9% | +60.8% | +57.5% |
| 1Y | +45.5% | -48.7% | +94.2% | +115.6% |
| 3Y | +106.5% | -12.5% | +119.0% | +107.8% |
| 5Y | +267.2% | +0.5% | +266.6% | +233.8% |
| 10Y | +878.9% | +161.2% | +717.7% | +327.4% |
| All | +1,327.2% | +233.2% | +1,094.0% | +366.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling