+86.9%
STLD vs AGI
+12.0%
+74.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.2% | +0.1% |
| 7D | -2.8% | +2.2% | -5.0% | -3.0% |
| 30D | -10.4% | +11.3% | -21.7% | -11.1% |
| 3M | -10.6% | +5.6% | -16.2% | -11.1% |
| 6M | +32.7% | -27.7% | +60.4% | +34.8% |
| YTD | +42.8% | -4.1% | +46.9% | +44.1% |
| 1Y | +86.9% | +13.8% | +73.2% | +92.9% |
| All | +86.9% | +12.0% | +74.9% | +92.9% |
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