-4.6%
STM vs ALLY
-10.0%
+5.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.2% |
| 7D | +12.0% | +0.4% | +11.6% | +11.8% |
| 30D | -0.4% | +5.2% | -5.6% | -3.1% |
| 3M | -13.2% | -13.3% | +0.1% | -7.0% |
| 6M | -26.1% | -6.7% | -19.4% | -23.7% |
| YTD | +81.2% | -12.8% | +94.0% | +92.3% |
| 1Y | +98.3% | +0.7% | +97.6% | +95.5% |
| 3Y | +16.7% | +65.2% | -48.5% | -12.2% |
| All | -4.6% | -10.0% | +5.4% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling