+99.6%
STM vs ALLE
-5.8%
+105.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.7% |
| 7D | +5.8% | -0.2% | +6.0% | +5.8% |
| 30D | -1.0% | -6.8% | +5.8% | +0.3% |
| 3M | -33.3% | +21.0% | -54.3% | -38.4% |
| 6M | +57.4% | +1.1% | +56.3% | +61.5% |
| YTD | +102.2% | -0.5% | +102.7% | +101.7% |
| 1Y | +99.6% | -7.3% | +106.9% | +124.0% |
| All | +99.6% | -5.8% | +105.4% | +124.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling