+4,463.2%
STLD vs AMP
+1,969.7%
+2,493.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.4% | +3.6% |
| 7D | -4.7% | +3.3% | -8.0% | -6.7% |
| 30D | -0.9% | +4.2% | -5.2% | -3.9% |
| 3M | -11.9% | -6.4% | -5.5% | -8.7% |
| 6M | +0.9% | +12.4% | -11.5% | -7.5% |
| YTD | +40.4% | +7.4% | +33.0% | +31.4% |
| 1Y | +56.6% | +14.7% | +41.9% | +40.4% |
| 3Y | +125.5% | +60.8% | +64.7% | +62.0% |
| 5Y | +292.8% | +83.4% | +209.4% | +157.2% |
| 10Y | +787.1% | +473.5% | +313.5% | +166.9% |
| All | +4,463.2% | +1,969.7% | +2,493.5% | +362.3% |
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