+422.5%
STM vs ALK
-37.5%
+460.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +7.1% | -0.3% | +3.9% |
| 7D | -5.6% | +8.9% | -14.5% | -9.0% |
| 30D | -14.4% | +5.9% | -20.4% | -16.9% |
| 3M | -20.5% | -16.5% | -3.9% | -15.2% |
| 6M | -24.5% | +2.1% | -26.6% | -26.8% |
| YTD | +72.7% | -17.1% | +89.8% | +79.3% |
| 1Y | +91.0% | -2.9% | +93.9% | +85.4% |
| 3Y | +13.5% | +24.5% | -11.0% | -4.7% |
| 5Y | -9.2% | -29.1% | +19.9% | -6.6% |
| 10Y | +422.5% | -39.1% | +461.7% | +459.5% |
| All | +422.5% | -37.5% | +460.0% | +459.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling