+533.1%
STM vs ALLY
+101.5%
+431.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -1.3% | -11.0% | -11.8% |
| 7D | -20.1% | -1.1% | -18.9% | -19.7% |
| 30D | -32.0% | +4.2% | -36.1% | -33.3% |
| 3M | -24.2% | -12.4% | -11.8% | -19.5% |
| 6M | -29.9% | -8.7% | -21.3% | -27.2% |
| YTD | +54.9% | -11.6% | +66.5% | +62.9% |
| 1Y | +68.0% | +0.2% | +67.8% | +66.3% |
| 3Y | -0.1% | +57.1% | -57.2% | -21.6% |
| 5Y | -17.9% | -6.8% | -11.1% | -21.4% |
| 10Y | +392.2% | +200.4% | +191.9% | +162.9% |
| All | +533.1% | +101.5% | +431.6% | +278.4% |
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