-4.6%
STM vs ALC
-9.1%
+4.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | -1.1% |
| 7D | +12.0% | -1.1% | +13.1% | +12.6% |
| 30D | -0.4% | +16.0% | -16.4% | -9.2% |
| 3M | -13.2% | +0.8% | -14.0% | -14.6% |
| 6M | -26.1% | +16.8% | -42.9% | -34.6% |
| YTD | +81.2% | -5.5% | +86.7% | +82.1% |
| 1Y | +98.3% | -5.3% | +103.6% | +98.8% |
| 3Y | +16.7% | +4.1% | +12.6% | +4.9% |
| All | -4.6% | -9.1% | +4.5% | -6.6% |
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 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