-4.5%
STM vs ALB
-61.7%
+57.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.9% |
| 3M | -15.8% | -25.6% | +9.8% | -7.4% |
| 6M | -22.8% | -54.0% | +31.2% | +0.2% |
| YTD | +79.4% | -31.6% | +110.9% | +97.7% |
| 1Y | +97.0% | -6.6% | +103.5% | +92.9% |
| 3Y | +14.2% | -14.0% | +28.2% | +0.6% |
| 5Y | -4.5% | -62.5% | +58.1% | +9.6% |
| All | -4.5% | -61.7% | +57.3% | +9.6% |
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 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