+1,727.7%
STM vs ALK
+1,097.5%
+630.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -3.2% | -9.1% | -11.3% |
| 7D | -20.1% | +7.1% | -27.1% | -22.2% |
| 30D | -32.0% | -3.0% | -29.0% | -31.6% |
| 3M | -24.2% | -25.6% | +1.5% | -16.7% |
| 6M | -29.9% | +0.5% | -30.4% | -31.4% |
| YTD | +54.9% | -23.1% | +78.0% | +64.6% |
| 1Y | +68.0% | -7.5% | +75.5% | +67.1% |
| 3Y | -0.1% | +15.3% | -15.5% | -10.8% |
| 5Y | -17.9% | -34.8% | +16.9% | -12.0% |
| 10Y | +392.2% | -41.2% | +433.4% | +390.1% |
| All | +1,727.7% | +1,097.5% | +630.2% | +453.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling