+90.1%
STM vs ALM
+12.3%
+77.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.2% | +7.6% | +2.2% |
| 7D | -7.9% | -6.3% | -1.6% | -6.2% |
| 30D | -14.1% | -31.4% | +17.3% | -6.0% |
| 3M | -17.6% | -40.6% | +23.0% | -7.9% |
| 6M | -24.2% | -58.6% | +34.4% | -10.5% |
| YTD | +73.3% | -7.6% | +80.9% | +91.2% |
| 1Y | +90.1% | +13.8% | +76.2% | +104.8% |
| All | +90.1% | +12.3% | +77.8% | +104.8% |
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