-17.9%
STM vs ALK
-33.9%
+16.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -3.2% | -9.1% | -10.9% |
| 7D | -20.1% | +7.1% | -27.1% | -22.9% |
| 30D | -32.0% | -3.0% | -29.0% | -31.5% |
| 3M | -24.2% | -25.6% | +1.5% | -14.0% |
| 6M | -29.9% | +0.5% | -30.4% | -32.3% |
| YTD | +54.9% | -23.1% | +78.0% | +66.5% |
| 1Y | +68.0% | -7.5% | +75.5% | +64.2% |
| 3Y | -0.1% | +15.3% | -15.5% | -20.8% |
| 5Y | -17.9% | -34.8% | +16.9% | -17.6% |
| All | -17.9% | -33.9% | +16.0% | -17.6% |
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