+2,285.7%
STM vs AA
+210.7%
+2,075.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.7% |
| 7D | +5.8% | -0.7% | +6.5% | +6.0% |
| 30D | -1.0% | +5.0% | -6.0% | -3.1% |
| 3M | -33.3% | -35.8% | +2.6% | -21.1% |
| 6M | +57.4% | -18.4% | +75.8% | +67.9% |
| YTD | +102.2% | -5.5% | +107.7% | +102.3% |
| 1Y | +99.6% | +61.0% | +38.6% | +59.2% |
| 3Y | +14.5% | +66.2% | -51.7% | -15.4% |
| 5Y | +21.4% | +11.4% | +10.0% | -7.7% |
| 10Y | +695.0% | +116.9% | +578.1% | +260.5% |
| All | +2,285.7% | +210.7% | +2,075.1% | +702.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling