+444.1%
STM vs ALM
+2,040.7%
-1,596.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.2% | +7.6% | +0.9% |
| 7D | -7.9% | -6.3% | -1.6% | -7.4% |
| 30D | -14.1% | -31.4% | +17.3% | -11.8% |
| 3M | -17.6% | -40.6% | +23.0% | -14.7% |
| 6M | -24.2% | -58.6% | +34.4% | -20.1% |
| YTD | +73.3% | -7.6% | +80.9% | +75.1% |
| 1Y | +90.1% | +13.8% | +76.2% | +89.9% |
| 3Y | +10.3% | +842.1% | -831.8% | -1.0% |
| 5Y | -5.7% | +407.4% | -413.1% | -14.6% |
| 10Y | +444.1% | +2,079.4% | -1,635.3% | +363.9% |
| All | +444.1% | +2,040.7% | -1,596.6% | +363.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling