+78.1%
STM vs ADVB
-77.7%
+155.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.2% | +0.2% | +4.5% |
| 7D | -10.7% | -13.9% | +3.2% | -11.0% |
| 30D | -25.7% | -68.1% | +42.4% | -27.8% |
| 3M | -21.6% | -73.4% | +51.8% | -23.8% |
| 6M | -27.8% | -70.8% | +43.0% | -30.6% |
| YTD | +61.8% | -66.1% | +127.9% | +54.1% |
| 1Y | +78.1% | -77.5% | +155.6% | +75.2% |
| All | +78.1% | -77.7% | +155.8% | +75.2% |
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