-52.6%
STLA vs ALM
+44.8%
-97.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.6% | +3.8% |
| 7D | -0.6% | -6.4% | +5.7% | -0.4% |
| 30D | +3.6% | -35.0% | +38.5% | +5.0% |
| 3M | -20.6% | -33.8% | +13.2% | -19.7% |
| 6M | -34.3% | -55.0% | +20.7% | -32.9% |
| YTD | -57.3% | -0.2% | -57.1% | -57.0% |
| 1Y | -52.6% | +41.8% | -94.4% | -55.8% |
| All | -52.6% | +44.8% | -97.5% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling