-15.7%
STM vs AG
+12.9%
-28.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.8% | +2.6% | +4.0% |
| 7D | -10.7% | +6.3% | -17.1% | -12.0% |
| 30D | -25.7% | -8.9% | -16.8% | -24.3% |
| 3M | -21.6% | -12.2% | -9.4% | -19.7% |
| 6M | -27.8% | -28.3% | +0.5% | -23.2% |
| YTD | +61.8% | -8.8% | +70.6% | +61.7% |
| 1Y | +78.1% | +39.4% | +38.7% | +63.7% |
| 3Y | +4.9% | +229.4% | -224.5% | -23.2% |
| All | -15.7% | +12.9% | -28.7% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling