+190.5%
STLA vs ALK
+257.1%
-66.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.2% | -1.3% | -3.3% |
| 7D | -5.5% | +7.1% | -12.6% | -8.0% |
| 30D | -3.7% | -3.0% | -0.7% | -2.8% |
| 3M | -21.1% | -25.6% | +4.5% | -12.4% |
| 6M | -38.3% | +0.5% | -38.8% | -39.6% |
| YTD | -59.2% | -23.1% | -36.2% | -56.9% |
| 1Y | -56.7% | -7.5% | -49.1% | -57.5% |
| 3Y | -74.3% | +15.3% | -89.6% | -77.9% |
| 5Y | -70.2% | -34.8% | -35.4% | -68.7% |
| 10Y | +23.4% | -41.2% | +64.5% | +18.1% |
| All | +190.5% | +257.1% | -66.5% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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