+293.4%
STLD vs AGI
+390.0%
-96.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | +2.7% | +4.4% | -1.7% | +2.1% |
| 30D | -8.4% | +10.0% | -18.4% | -9.8% |
| 3M | -9.9% | +1.7% | -11.6% | -10.5% |
| 6M | +33.0% | -26.8% | +59.8% | +37.7% |
| YTD | +42.6% | -5.3% | +47.9% | +41.3% |
| 1Y | +80.8% | +11.5% | +69.3% | +73.6% |
| 3Y | +143.4% | +212.9% | -69.5% | +85.6% |
| 5Y | +293.4% | +388.8% | -95.4% | +158.0% |
| All | +293.4% | +390.0% | -96.6% | +158.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling