+16.7%
STM vs AA
+67.6%
-50.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.3% | +1.3% |
| 7D | +12.0% | +0.5% | +11.5% | +11.8% |
| 30D | -0.4% | -0.6% | +0.2% | +0.1% |
| 3M | -13.2% | -19.7% | +6.5% | -5.8% |
| 6M | -26.1% | -41.6% | +15.5% | -9.8% |
| YTD | +81.2% | -24.6% | +105.8% | +98.0% |
| 1Y | +98.3% | +4.9% | +93.4% | +91.5% |
| 3Y | +16.7% | +66.8% | -50.1% | -11.2% |
| All | +16.7% | +67.6% | -50.9% | -11.2% |
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