+96.5%
STM vs ALC
+4.2%
+92.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +6.8% | -12.9% | -5.5% |
| 7D | -6.0% | +10.7% | -16.7% | -5.4% |
| 30D | -20.9% | +20.2% | -41.1% | -20.5% |
| 3M | -15.8% | +8.9% | -24.7% | -14.8% |
| 6M | -17.0% | +5.7% | -22.8% | -14.2% |
| YTD | +76.8% | -1.4% | +78.2% | +90.3% |
| 1Y | +96.5% | +4.7% | +91.8% | +102.7% |
| All | +96.5% | +4.2% | +92.3% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling