+0.4%
STM vs ALLY
+57.0%
-56.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -1.3% | -11.0% | -11.7% |
| 7D | -20.1% | -1.1% | -18.9% | -19.6% |
| 30D | -32.0% | +4.2% | -36.1% | -33.5% |
| 3M | -24.2% | -12.4% | -11.8% | -18.9% |
| 6M | -29.9% | -8.7% | -21.3% | -26.8% |
| YTD | +54.9% | -11.6% | +66.5% | +63.7% |
| 1Y | +68.0% | +0.2% | +67.8% | +65.5% |
| All | +0.4% | +57.0% | -56.6% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling