+465.1%
STM vs ALB
+32.4%
+432.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.1% |
| 7D | +12.0% | -5.8% | +17.8% | +14.6% |
| 30D | -0.4% | -4.5% | +4.2% | +1.0% |
| 3M | -13.2% | -28.1% | +14.9% | -2.3% |
| 6M | -26.1% | -53.2% | +27.1% | -1.8% |
| YTD | +81.2% | -33.3% | +114.5% | +103.8% |
| 1Y | +98.3% | -17.4% | +115.7% | +103.6% |
| 3Y | +16.7% | -14.1% | +30.9% | +2.9% |
| 5Y | -4.8% | -64.0% | +59.2% | +15.8% |
| All | +465.1% | +32.4% | +432.7% | +230.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling