-42.2%
STLA vs ALM
-60.8%
+18.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.4% | -0.4% |
| 7D | -4.5% | -6.7% | +2.1% | -4.1% |
| 30D | -3.9% | -32.9% | +29.0% | -1.5% |
| 3M | -20.2% | -39.5% | +19.3% | -18.1% |
| 6M | -42.2% | -62.0% | +19.8% | -38.4% |
| All | -42.2% | -60.8% | +18.6% | -38.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling