+97.4%
STM vs ALC
-12.7%
+110.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | -0.3% |
| 7D | +5.2% | -3.7% | +8.9% | +5.7% |
| 30D | -7.4% | -3.7% | -3.6% | -7.0% |
| 3M | -30.6% | +4.6% | -35.2% | -31.8% |
| 6M | +66.4% | -14.6% | +81.0% | +80.0% |
| YTD | +101.1% | -11.9% | +113.0% | +113.6% |
| 1Y | +97.4% | -13.1% | +110.5% | +108.6% |
| All | +97.4% | -12.7% | +110.1% | +108.6% |
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