+87.2%
STLD vs AMRZ
-14.5%
+101.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +3.1% | -1.9% | +5.1% | +3.8% |
| 30D | -9.0% | -16.9% | +7.9% | -3.6% |
| 3M | -12.4% | -19.2% | +6.8% | -6.6% |
| 6M | +25.5% | -29.3% | +54.8% | +38.3% |
| YTD | +43.6% | -18.0% | +61.6% | +48.7% |
| 1Y | +87.2% | -15.1% | +102.3% | +86.9% |
| All | +87.2% | -14.5% | +101.7% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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