+574.7%
STM vs ALLE
+331.3%
+243.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -2.9% | -9.5% | -10.6% |
| 7D | -20.1% | 0.0% | -20.1% | -20.0% |
| 30D | -32.0% | +20.6% | -52.5% | -39.9% |
| 3M | -24.2% | +11.4% | -35.6% | -29.7% |
| 6M | -29.9% | +42.5% | -72.5% | -46.0% |
| YTD | +54.9% | +18.9% | +36.0% | +33.5% |
| 1Y | +68.0% | +14.2% | +53.8% | +48.6% |
| 3Y | -0.1% | +90.7% | -90.8% | -38.3% |
| 5Y | -17.9% | +52.5% | -70.4% | -42.1% |
| 10Y | +392.2% | +231.2% | +161.0% | +118.9% |
| All | +574.7% | +331.3% | +243.3% | +153.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling