-15.7%
STM vs ALK
-34.8%
+19.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.2% |
| 7D | -10.7% | +9.0% | -19.8% | -14.6% |
| 30D | -25.7% | -1.6% | -24.1% | -25.7% |
| 3M | -21.6% | -23.2% | +1.6% | -12.4% |
| 6M | -27.8% | -3.9% | -23.9% | -28.6% |
| YTD | +61.8% | -22.6% | +84.3% | +73.5% |
| 1Y | +78.1% | -5.3% | +83.4% | +72.1% |
| 3Y | +4.9% | +18.6% | -13.7% | -18.1% |
| All | -15.7% | -34.8% | +19.0% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling