-4.5%
STM vs ALC
-10.6%
+6.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +4.6% |
| 7D | +1.4% | -6.3% | +7.7% | +4.9% |
| 30D | -8.4% | +12.6% | -21.0% | -15.1% |
| 3M | -15.8% | -3.8% | -12.0% | -14.9% |
| 6M | -22.8% | +16.8% | -39.7% | -32.1% |
| YTD | +79.4% | -7.6% | +87.0% | +82.4% |
| 1Y | +97.0% | -5.9% | +102.9% | +97.7% |
| 3Y | +14.2% | +0.6% | +13.6% | +4.9% |
| 5Y | -4.5% | -9.5% | +5.0% | -5.5% |
| All | -4.5% | -10.6% | +6.1% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling