+96.5%
STM vs ADVB
-76.7%
+173.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.5% | -1.5% | -6.1% |
| 7D | -6.0% | -29.5% | +23.5% | -6.7% |
| 30D | -20.9% | -66.9% | +45.9% | -23.1% |
| 3M | -15.8% | -73.7% | +58.0% | -18.3% |
| 6M | -17.0% | -64.8% | +47.7% | -20.8% |
| YTD | +76.8% | -64.0% | +140.8% | +68.6% |
| 1Y | +96.5% | -77.0% | +173.5% | +93.6% |
| All | +96.5% | -76.7% | +173.2% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling