+64.5%
STLD vs AMDL
+20.7%
+43.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -34.9% | +27.3% | -4.5% |
| 7D | -12.5% | -52.7% | +40.2% | -7.4% |
| 30D | -6.8% | -65.3% | +58.5% | +0.8% |
| 3M | -16.4% | -40.8% | +24.5% | -14.2% |
| 6M | -6.1% | -12.9% | +6.8% | -11.0% |
| YTD | +32.0% | +98.0% | -66.0% | +11.4% |
| 1Y | +45.5% | +30.1% | +15.4% | +27.5% |
| All | +64.5% | +20.7% | +43.8% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling