+210.9%
AA vs STT
+6,268.9%
-6,058.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +0.9% | -2.5% | +3.4% | +2.2% |
| 30D | -6.7% | -5.0% | -1.7% | -4.3% |
| 3M | -16.3% | -10.5% | -5.9% | -11.9% |
| 6M | -37.1% | +10.0% | -47.1% | -40.1% |
| YTD | -25.0% | +30.7% | -55.7% | -34.3% |
| 1Y | +8.6% | +43.8% | -35.2% | -8.8% |
| 3Y | +57.2% | +168.1% | -110.8% | -0.5% |
| 5Y | -13.0% | +101.4% | -114.4% | -37.6% |
| 10Y | +65.5% | +211.3% | -145.8% | +1.8% |
| All | +210.9% | +6,268.9% | -6,058.0% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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