+444.1%
STM vs ALLY
+182.8%
+261.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.4% |
| 7D | -7.9% | -0.7% | -7.3% | -7.7% |
| 30D | -14.1% | +1.1% | -15.3% | -14.7% |
| 3M | -17.6% | -13.2% | -4.4% | -12.1% |
| 6M | -24.2% | -13.5% | -10.8% | -19.2% |
| YTD | +73.3% | -14.3% | +87.6% | +85.2% |
| 1Y | +90.1% | -1.1% | +91.2% | +89.2% |
| 3Y | +10.3% | +62.0% | -51.7% | -15.5% |
| 5Y | -5.7% | -9.6% | +3.9% | -8.6% |
| 10Y | +444.1% | +176.0% | +268.1% | +223.6% |
| All | +444.1% | +182.8% | +261.3% | +223.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling