+726.4%
STM vs ALLY
+124.8%
+601.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.7% |
| 7D | +5.8% | +3.7% | +2.1% | +4.0% |
| 30D | -1.0% | -2.3% | +1.3% | 0.0% |
| 3M | -33.3% | +3.8% | -37.1% | -34.4% |
| 6M | +57.4% | +9.7% | +47.7% | +50.2% |
| YTD | +102.2% | -1.4% | +103.6% | +102.5% |
| 1Y | +99.6% | +8.2% | +91.4% | +90.3% |
| 3Y | +14.5% | +66.5% | -52.0% | -12.6% |
| 5Y | +21.4% | +1.2% | +20.2% | +11.3% |
| 10Y | +695.0% | +191.4% | +503.5% | +325.1% |
| All | +726.4% | +124.8% | +601.6% | +370.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling