+64.1%
STM vs ADVB
-97.5%
+161.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.2% | +0.2% | +4.4% |
| 7D | -10.7% | -13.9% | +3.2% | -10.6% |
| 30D | -25.7% | -68.1% | +42.4% | -25.3% |
| 3M | -21.6% | -73.4% | +51.8% | -21.1% |
| 6M | -27.8% | -70.8% | +43.0% | -30.1% |
| YTD | +61.8% | -66.1% | +127.9% | +52.2% |
| 1Y | +78.1% | -77.5% | +155.6% | +72.8% |
| All | +64.1% | -97.5% | +161.6% | +102.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling