+218.3%
STM vs ALC
+24.0%
+194.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +3.3% |
| 7D | +5.8% | -2.1% | +7.9% | +7.2% |
| 30D | -1.0% | -0.1% | -0.9% | -1.3% |
| 3M | -33.3% | +5.9% | -39.1% | -36.7% |
| 6M | +57.4% | -15.9% | +73.3% | +72.5% |
| YTD | +102.2% | -10.1% | +112.3% | +110.8% |
| 1Y | +99.6% | -10.2% | +109.8% | +107.7% |
| 3Y | +14.5% | -13.6% | +28.1% | +19.0% |
| 5Y | +21.4% | -15.1% | +36.5% | +26.2% |
| All | +218.3% | +24.0% | +194.2% | +150.8% |
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