+4,566.9%
STLD vs AMP
+2,123.7%
+2,443.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.1% |
| 7D | +3.1% | +0.2% | +2.9% | +3.0% |
| 30D | -9.0% | -0.1% | -8.9% | -8.9% |
| 3M | -12.4% | +23.6% | -35.9% | -23.7% |
| 6M | +25.5% | +20.4% | +5.1% | +10.9% |
| YTD | +43.6% | +15.4% | +28.2% | +29.2% |
| 1Y | +87.2% | +11.0% | +76.2% | +72.3% |
| 3Y | +135.2% | +70.5% | +64.8% | +63.7% |
| 5Y | +290.9% | +121.4% | +169.5% | +128.5% |
| 10Y | +1,113.5% | +575.6% | +537.9% | +229.8% |
| All | +4,566.9% | +2,123.7% | +2,443.1% | +354.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling