-33.1%
STLA vs ALC
+24.0%
-57.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +2.6% |
| 7D | +2.6% | -2.1% | +4.7% | +3.8% |
| 30D | -1.2% | -0.1% | -1.1% | -1.3% |
| 3M | -24.8% | +5.9% | -30.7% | -27.6% |
| 6M | -25.6% | -15.9% | -9.6% | -18.6% |
| YTD | -48.9% | -10.1% | -38.8% | -46.6% |
| 1Y | -38.8% | -10.2% | -28.5% | -36.0% |
| 3Y | -64.5% | -13.6% | -51.0% | -62.7% |
| 5Y | -62.4% | -15.1% | -47.3% | -60.8% |
| All | -33.1% | +24.0% | -57.1% | -46.4% |
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