+15.7%
STM vs AA
+67.9%
-52.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.6% |
| 7D | +5.8% | -0.7% | +6.5% | +6.0% |
| 30D | -1.0% | +5.0% | -6.0% | -3.0% |
| 3M | -33.3% | -35.8% | +2.6% | -22.3% |
| 6M | +57.4% | -18.4% | +75.8% | +67.5% |
| YTD | +102.2% | -5.5% | +107.7% | +103.0% |
| 1Y | +99.6% | +61.0% | +38.6% | +62.4% |
| All | +15.7% | +67.9% | -52.2% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 3y: compounded portfolio wealth divided by compounded AA 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…
3y analysis · Full analysis span regression · 6 months rolling