+12,459.2%
STLD vs AGI
+5,459.2%
+7,000.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.4% |
| 7D | +3.1% | +0.6% | +2.6% | +3.0% |
| 30D | -9.0% | +18.2% | -27.2% | -11.2% |
| 3M | -12.4% | -4.1% | -8.2% | -12.4% |
| 6M | +25.5% | -28.7% | +54.2% | +30.0% |
| YTD | +43.6% | -4.0% | +47.6% | +42.2% |
| 1Y | +87.2% | +17.4% | +69.8% | +79.5% |
| 3Y | +135.2% | +203.0% | -67.8% | +95.0% |
| 5Y | +290.9% | +376.7% | -85.8% | +200.2% |
| 10Y | +1,113.5% | +407.5% | +706.0% | +732.9% |
| All | +12,459.2% | +5,459.2% | +7,000.1% | +5,815.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling