-15.7%
STM vs ALB
-61.7%
+46.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +4.1% |
| 7D | -10.7% | +9.1% | -19.8% | -13.8% |
| 30D | -25.7% | -3.4% | -22.3% | -25.0% |
| 3M | -21.6% | -20.6% | -1.0% | -15.6% |
| 6M | -27.8% | -48.2% | +20.4% | -10.1% |
| YTD | +61.8% | -29.2% | +91.0% | +76.3% |
| 1Y | +78.1% | +10.0% | +68.1% | +64.1% |
| 3Y | +4.9% | -12.9% | +17.8% | -7.9% |
| All | -15.7% | -61.7% | +46.0% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling