+21.0%
STM vs ALK
-25.3%
+46.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.3% | +1.2% |
| 7D | +5.8% | -0.7% | +6.5% | +6.1% |
| 30D | -1.0% | -19.2% | +18.2% | +8.7% |
| 3M | -33.3% | -1.5% | -31.7% | -33.7% |
| 6M | +57.4% | -13.1% | +70.4% | +62.8% |
| YTD | +102.2% | -16.4% | +118.6% | +110.9% |
| 1Y | +99.6% | -33.1% | +132.7% | +128.9% |
| 3Y | +14.5% | +0.6% | +13.9% | +1.0% |
| All | +21.0% | -25.3% | +46.2% | +18.7% |
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