+143.8%
STM vs ALC
+34.7%
+109.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -1.0% | -11.4% | -11.8% |
| 7D | -20.1% | +7.6% | -27.7% | -23.9% |
| 30D | -32.0% | +21.1% | -53.1% | -40.1% |
| 3M | -24.2% | +8.5% | -32.6% | -28.9% |
| 6M | -29.9% | +2.8% | -32.8% | -33.6% |
| YTD | +54.9% | -2.4% | +57.3% | +51.8% |
| 1Y | +68.0% | +3.5% | +64.5% | +57.7% |
| 3Y | -0.1% | +4.2% | -4.3% | -9.7% |
| 5Y | -17.9% | -9.0% | -8.9% | -19.1% |
| All | +143.8% | +34.7% | +109.2% | +80.5% |
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 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