+21.0%
STM vs AG
+64.2%
-43.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.8% | +2.3% |
| 7D | +5.8% | +1.0% | +4.8% | +5.5% |
| 30D | -1.0% | +19.2% | -20.2% | -4.9% |
| 3M | -33.3% | +6.2% | -39.4% | -34.4% |
| 6M | +57.4% | -26.7% | +84.0% | +64.4% |
| YTD | +102.2% | +26.1% | +76.1% | +88.9% |
| 1Y | +99.6% | +131.7% | -32.1% | +63.7% |
| 3Y | +14.5% | +255.3% | -240.8% | -18.5% |
| All | +21.0% | +64.2% | -43.2% | -5.3% |
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