+392.6%
STM vs ALB
+33.3%
+359.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +4.1% |
| 7D | -10.7% | +9.1% | -19.8% | -14.1% |
| 30D | -25.7% | -3.4% | -22.3% | -25.0% |
| 3M | -21.6% | -20.6% | -1.0% | -15.0% |
| 6M | -27.8% | -48.2% | +20.4% | -7.9% |
| YTD | +61.8% | -29.2% | +91.0% | +77.9% |
| 1Y | +78.1% | +10.0% | +68.1% | +62.5% |
| 3Y | +4.9% | -12.9% | +17.8% | -7.7% |
| 5Y | -14.3% | -61.3% | +47.0% | +1.3% |
| All | +392.6% | +33.3% | +359.2% | +210.0% |
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