+57.4%
STM vs ALK
-16.4%
+73.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.3% | +1.3% |
| 7D | +5.8% | -0.7% | +6.5% | +6.0% |
| 30D | -1.0% | -19.2% | +18.2% | +7.5% |
| 3M | -33.3% | -1.5% | -31.7% | -33.8% |
| 6M | +57.4% | -13.1% | +70.4% | +66.5% |
| All | +57.4% | -16.4% | +73.8% | +66.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling