-70.1%
STLA vs ALM
+396.4%
-466.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.4% | -0.3% |
| 7D | -4.5% | -6.7% | +2.1% | -4.2% |
| 30D | -3.9% | -32.9% | +29.0% | -2.3% |
| 3M | -20.2% | -39.5% | +19.3% | -18.7% |
| 6M | -42.2% | -62.0% | +19.8% | -40.1% |
| YTD | -59.3% | -7.8% | -51.5% | -59.8% |
| 1Y | -56.1% | +26.7% | -82.7% | -57.4% |
| 3Y | -73.7% | +825.4% | -899.0% | -77.4% |
| All | -70.1% | +396.4% | -466.5% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling