+740.9%
STLD vs AGI
+389.5%
+351.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.8% | -3.2% |
| 7D | +2.9% | -10.1% | +13.0% | +3.5% |
| 30D | -5.6% | -6.5% | +1.0% | -5.3% |
| 3M | -11.7% | -12.8% | +1.1% | -11.3% |
| 6M | -2.8% | -34.3% | +31.5% | -0.9% |
| YTD | +36.4% | -25.6% | +62.1% | +37.8% |
| 1Y | +50.0% | -14.2% | +64.2% | +50.3% |
| 3Y | +122.3% | +127.3% | -5.0% | +110.0% |
| 5Y | +273.2% | +241.8% | +31.5% | +243.2% |
| All | +740.9% | +389.5% | +351.4% | +712.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling