+77.1%
STLD vs AMDL
+119.6%
-42.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +14.3% | -13.1% | 0.0% |
| 7D | -0.5% | +18.5% | -19.0% | -2.9% |
| 30D | -0.1% | -24.2% | +24.2% | +0.5% |
| 3M | -9.2% | +11.5% | -20.6% | -12.2% |
| 6M | +1.8% | -1.0% | +2.8% | -3.8% |
| YTD | +42.1% | +260.3% | -218.1% | +13.3% |
| 1Y | +58.5% | +178.2% | -119.6% | +29.1% |
| All | +77.1% | +119.6% | -42.5% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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