+89.4%
STM vs ALM
+21.0%
+68.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.1% | -1.3% | +4.7% |
| 7D | -5.6% | +0.7% | -6.3% | -5.6% |
| 30D | -14.4% | -26.1% | +11.6% | -8.0% |
| 3M | -20.5% | -38.1% | +17.6% | -12.0% |
| 6M | -24.5% | -55.4% | +30.9% | -12.4% |
| YTD | +72.7% | -0.4% | +73.1% | +87.0% |
| All | +89.4% | +21.0% | +68.4% | +100.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling