+1,808.6%
STM vs AA
+146.5%
+1,662.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.9% | +1.5% | +3.3% |
| 7D | -10.7% | +0.9% | -11.6% | -10.9% |
| 30D | -25.7% | -6.7% | -19.1% | -23.5% |
| 3M | -21.6% | -16.3% | -5.2% | -16.2% |
| 6M | -27.8% | -37.1% | +9.3% | -13.8% |
| YTD | +61.8% | -25.0% | +86.8% | +76.9% |
| 1Y | +78.1% | +8.6% | +69.5% | +68.1% |
| 3Y | +4.9% | +57.2% | -52.3% | -20.0% |
| 5Y | -14.3% | -13.0% | -1.2% | -27.0% |
| 10Y | +414.1% | +65.5% | +348.5% | +160.5% |
| All | +1,808.6% | +146.5% | +1,662.2% | +601.8% |
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