-77.4%
STLA vs ALC
+4.4%
-81.8%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.2% | -2.6% |
| 7D | -13.8% | -1.1% | -12.7% | -13.3% |
| 30D | -10.5% | +16.0% | -26.6% | -16.8% |
| 3M | -28.9% | +0.8% | -29.7% | -29.1% |
| 6M | -49.7% | +16.8% | -66.6% | -53.8% |
| YTD | -64.9% | -5.5% | -59.4% | -64.2% |
| 1Y | -64.0% | -5.3% | -58.8% | -63.3% |
| 3Y | -77.4% | +4.1% | -81.5% | -77.6% |
| All | -77.4% | +4.4% | -81.8% | -77.6% |
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