+1,097.8%
STLD vs AMP
+584.2%
+513.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.7% |
| 7D | -3.6% | -2.0% | -1.6% | -2.3% |
| 30D | -10.1% | -1.7% | -8.4% | -9.0% |
| 3M | -11.4% | +23.2% | -34.7% | -23.3% |
| 6M | +30.8% | +22.2% | +8.7% | +13.6% |
| YTD | +40.7% | +14.0% | +26.7% | +26.9% |
| 1Y | +80.8% | +14.0% | +66.8% | +62.9% |
| 3Y | +140.2% | +67.0% | +73.2% | +65.5% |
| 5Y | +288.5% | +123.2% | +165.3% | +118.1% |
| All | +1,097.8% | +584.2% | +513.6% | +225.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling