+143.4%
STLD vs AMP
+70.1%
+73.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.3% |
| 7D | +2.7% | +2.6% | +0.1% | +1.0% |
| 30D | -8.4% | +0.8% | -9.3% | -8.9% |
| 3M | -9.9% | +24.3% | -34.1% | -21.9% |
| 6M | +33.0% | +20.6% | +12.5% | +17.2% |
| YTD | +42.6% | +14.6% | +27.9% | +28.7% |
| 1Y | +80.8% | +14.5% | +66.2% | +63.0% |
| 3Y | +143.4% | +67.9% | +75.5% | +64.0% |
| All | +143.4% | +70.1% | +73.3% | +64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling