-46.7%
STLA vs ALC
+31.8%
-78.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +1.0% |
| 7D | -4.5% | +4.9% | -9.4% | -7.2% |
| 30D | -3.9% | +19.0% | -22.9% | -13.3% |
| 3M | -20.2% | +7.8% | -27.9% | -23.9% |
| 6M | -42.2% | +14.6% | -56.7% | -47.2% |
| YTD | -59.3% | -4.4% | -54.9% | -59.1% |
| 1Y | -56.1% | +1.4% | -57.4% | -57.4% |
| 3Y | -73.7% | +2.5% | -76.2% | -75.1% |
| 5Y | -70.3% | -10.9% | -59.4% | -69.9% |
| All | -46.7% | +31.8% | -78.5% | -58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling