+16.1%
STM vs AG
+202.7%
-186.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.3% | +5.7% | +1.7% |
| 7D | +16.3% | -6.0% | +22.3% | +18.0% |
| 30D | -6.3% | -14.3% | +8.1% | -2.9% |
| 3M | -14.1% | -26.9% | +12.8% | -8.1% |
| 6M | -19.6% | -42.1% | +22.5% | -10.3% |
| YTD | +80.1% | -15.9% | +96.0% | +83.7% |
| 1Y | +95.4% | +11.5% | +83.8% | +87.8% |
| All | +16.1% | +202.7% | -186.6% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling