-73.7%
STLA vs ALC
+2.3%
-75.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.8% |
| 7D | -4.5% | +4.9% | -9.4% | -6.7% |
| 30D | -3.9% | +19.0% | -22.9% | -11.8% |
| 3M | -20.2% | +7.8% | -27.9% | -23.2% |
| 6M | -42.2% | +14.6% | -56.7% | -46.3% |
| YTD | -59.3% | -4.4% | -54.9% | -58.7% |
| 1Y | -56.1% | +1.4% | -57.4% | -57.0% |
| 3Y | -73.7% | +2.5% | -76.2% | -73.9% |
| All | -73.7% | +2.3% | -75.9% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 3y: compounded portfolio wealth divided by compounded ALC 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…
3y analysis · Full analysis span regression · 6 months rolling