+56.6%
STLD vs AGI
-3.7%
+60.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -5.3% | +9.1% | +4.2% |
| 7D | -4.7% | +13.9% | -18.6% | -6.0% |
| 30D | -0.9% | -6.2% | +5.3% | -0.3% |
| 3M | -11.9% | -6.9% | -4.9% | -11.4% |
| 6M | +0.9% | -28.7% | +29.6% | +4.9% |
| YTD | +40.4% | -19.8% | +60.2% | +40.5% |
| 1Y | +56.6% | -4.8% | +61.4% | +49.5% |
| All | +56.6% | -3.7% | +60.3% | +49.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling