+60.1%
STLD vs AMP
+18.6%
+41.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.5% | -7.5% | -4.4% |
| 7D | -3.9% | +7.7% | -11.6% | -6.3% |
| 30D | -0.4% | +6.6% | -6.9% | -2.6% |
| 3M | -9.2% | -4.7% | -4.5% | -7.3% |
| 6M | +5.0% | +12.9% | -7.9% | +1.0% |
| YTD | +42.8% | +8.6% | +34.2% | +37.4% |
| 1Y | +60.1% | +18.2% | +41.8% | +46.5% |
| All | +60.1% | +18.6% | +41.5% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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