+463.1%
STM vs ALB
+35.3%
+427.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.1% |
| 7D | +1.4% | +1.1% | +0.4% | +0.8% |
| 30D | -8.4% | -2.6% | -5.8% | -7.8% |
| 3M | -15.8% | -25.6% | +9.8% | -6.5% |
| 6M | -22.8% | -54.0% | +31.2% | +3.2% |
| YTD | +79.4% | -31.6% | +110.9% | +99.8% |
| 1Y | +97.0% | -6.6% | +103.5% | +92.2% |
| 3Y | +14.2% | -14.0% | +28.2% | +0.8% |
| 5Y | -4.5% | -62.5% | +58.1% | +14.3% |
| 10Y | +463.1% | +36.3% | +426.8% | +242.7% |
| All | +463.1% | +35.3% | +427.7% | +242.7% |
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