+90.1%
STM vs AG
+24.7%
+65.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.9% | +6.2% | +2.2% |
| 7D | -7.9% | +6.0% | -13.9% | -9.7% |
| 30D | -14.1% | -13.5% | -0.6% | -10.3% |
| 3M | -17.6% | -20.7% | +3.1% | -12.2% |
| 6M | -24.2% | -31.5% | +7.3% | -17.7% |
| YTD | +73.3% | -10.1% | +83.5% | +78.3% |
| 1Y | +90.1% | +26.0% | +64.1% | +83.2% |
| All | +90.1% | +24.7% | +65.4% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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