+4,297.8%
STLD vs AMP
+1,956.1%
+2,341.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.4% | -1.3% | 0.0% |
| 7D | -9.7% | +2.8% | -12.4% | -11.3% |
| 30D | -4.5% | +3.6% | -8.1% | -7.0% |
| 3M | -13.1% | -6.1% | -7.0% | -10.1% |
| 6M | -2.8% | +11.7% | -14.4% | -10.5% |
| YTD | +35.3% | +6.7% | +28.6% | +27.2% |
| 1Y | +51.4% | +13.8% | +37.6% | +36.4% |
| 3Y | +117.9% | +61.9% | +56.0% | +55.9% |
| 5Y | +272.6% | +82.0% | +190.6% | +145.1% |
| 10Y | +782.2% | +513.8% | +268.3% | +154.1% |
| All | +4,297.8% | +1,956.1% | +2,341.7% | +347.4% |
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