+86.9%
STLD vs AMP
+14.0%
+73.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.6% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -10.4% | -1.0% | -9.4% | -10.0% |
| 3M | -10.6% | +23.2% | -33.8% | -18.3% |
| 6M | +32.7% | +20.4% | +12.3% | +22.1% |
| YTD | +42.8% | +13.6% | +29.2% | +33.8% |
| 1Y | +86.9% | +13.4% | +73.6% | +74.6% |
| All | +86.9% | +14.0% | +73.0% | +74.6% |
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