+154.6%
STM vs ALC
+31.8%
+122.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.1% | +6.5% | +5.7% |
| 7D | -10.7% | +4.9% | -15.6% | -13.7% |
| 30D | -25.7% | +19.0% | -44.7% | -34.0% |
| 3M | -21.6% | +7.8% | -29.3% | -26.3% |
| 6M | -27.8% | +14.6% | -42.4% | -36.0% |
| YTD | +61.8% | -4.4% | +66.2% | +60.4% |
| 1Y | +78.1% | +1.4% | +76.7% | +69.1% |
| 3Y | +4.9% | +2.5% | +2.4% | -4.3% |
| 5Y | -14.3% | -10.9% | -3.4% | -14.5% |
| All | +154.6% | +31.8% | +122.8% | +90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling