+10.3%
STM vs ALB
-13.3%
+23.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.6% | +1.7% |
| 7D | -7.9% | +5.3% | -13.2% | -9.7% |
| 30D | -14.1% | -6.3% | -7.9% | -12.6% |
| 3M | -17.6% | -27.4% | +9.8% | -9.6% |
| 6M | -24.2% | -53.1% | +28.8% | -5.2% |
| YTD | +73.3% | -32.3% | +105.6% | +89.6% |
| 1Y | +90.1% | -7.3% | +97.4% | +87.4% |
| 3Y | +10.3% | -14.9% | +25.3% | -3.4% |
| All | +10.3% | -13.3% | +23.6% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling