+171.8%
STM vs ALC
+32.2%
+139.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.3% | +6.5% | +6.6% |
| 7D | -5.6% | +2.1% | -7.6% | -7.2% |
| 30D | -14.4% | +17.2% | -31.6% | -23.2% |
| 3M | -20.5% | +4.6% | -25.1% | -23.9% |
| 6M | -24.5% | +20.1% | -44.6% | -35.2% |
| YTD | +72.7% | -4.2% | +76.9% | +71.0% |
| 1Y | +91.0% | +2.1% | +88.9% | +80.6% |
| 3Y | +13.5% | +4.5% | +9.0% | +2.1% |
| 5Y | -9.2% | -12.3% | +3.2% | -8.3% |
| All | +171.8% | +32.2% | +139.6% | +103.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling