+65.2%
STLD vs AMDL
+47.6%
+17.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +22.3% | -21.8% | -1.5% |
| 7D | -11.1% | -26.2% | +15.1% | -9.5% |
| 30D | -4.8% | -57.1% | +52.3% | +0.9% |
| 3M | -14.6% | -29.8% | +15.3% | -13.8% |
| 6M | -7.4% | -22.2% | +14.8% | -10.7% |
| YTD | +32.6% | +142.1% | -109.6% | +9.8% |
| 1Y | +47.3% | +85.8% | -38.5% | +24.6% |
| All | +65.2% | +47.6% | +17.6% | +19.8% |
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