+96.5%
STM vs ALK
-1.1%
+97.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +8.8% | -14.8% | -9.0% |
| 7D | -6.0% | +12.4% | -18.4% | -10.2% |
| 30D | -20.9% | +2.1% | -23.0% | -21.7% |
| 3M | -15.8% | -23.9% | +8.1% | -7.0% |
| 6M | -17.0% | +8.2% | -25.3% | -21.6% |
| YTD | +76.8% | -20.5% | +97.3% | +79.3% |
| 1Y | +96.5% | -1.0% | +97.5% | +73.5% |
| All | +96.5% | -1.1% | +97.6% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling