+4.9%
STM vs ALLY
+54.4%
-49.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.7% | +6.1% | +5.3% |
| 7D | -10.7% | +0.9% | -11.7% | -11.3% |
| 30D | -25.7% | +3.1% | -28.8% | -27.1% |
| 3M | -21.6% | -12.6% | -9.0% | -16.0% |
| 6M | -27.8% | -12.4% | -15.4% | -22.9% |
| YTD | +61.8% | -13.2% | +74.9% | +72.5% |
| 1Y | +78.1% | +1.8% | +76.3% | +73.8% |
| 3Y | +4.9% | +58.0% | -53.1% | -17.8% |
| All | +4.9% | +54.4% | -49.5% | -17.8% |
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