+58.5%
STLD vs AMDL
+168.6%
-110.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +14.3% | -13.1% | +0.3% |
| 7D | -0.5% | +18.5% | -19.0% | -2.2% |
| 30D | -0.1% | -24.2% | +24.2% | +0.2% |
| 3M | -9.2% | +11.5% | -20.6% | -11.3% |
| 6M | +1.8% | -1.0% | +2.8% | -2.5% |
| YTD | +42.1% | +260.3% | -218.1% | +19.4% |
| 1Y | +58.5% | +178.2% | -119.6% | +36.7% |
| All | +58.5% | +168.6% | -110.0% | +36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling