-64.0%
STLA vs ALM
+7.9%
-71.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -6.5% | +0.4% | -5.8% |
| 7D | -13.1% | -4.0% | -9.0% | -12.9% |
| 30D | -13.3% | -30.5% | +17.3% | -12.1% |
| 3M | -27.9% | -46.9% | +19.1% | -26.4% |
| 6M | -47.8% | -65.5% | +17.7% | -46.3% |
| YTD | -64.6% | -13.4% | -51.2% | -64.4% |
| 1Y | -64.0% | +9.8% | -73.8% | -65.8% |
| All | -64.0% | +7.9% | -71.9% | -65.8% |
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