+52.4%
STLA vs ALM
+2,950.3%
-2,897.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.3% |
| 7D | +2.6% | -2.6% | +5.2% | +2.7% |
| 30D | -1.2% | +32.0% | -33.2% | -2.1% |
| 3M | -24.8% | -15.0% | -9.7% | -24.6% |
| 6M | -25.6% | -10.1% | -15.4% | -25.8% |
| YTD | -48.9% | +99.4% | -148.4% | -50.5% |
| 1Y | -38.8% | +316.4% | -355.1% | -42.2% |
| 3Y | -64.5% | +2,022.0% | -2,086.5% | -68.6% |
| 5Y | -62.4% | +941.2% | -1,003.6% | -66.4% |
| All | +52.4% | +2,950.3% | -2,897.9% | +43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling