+4.9%
STM vs ALM
+825.4%
-820.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.1% | +2.3% | +4.1% |
| 7D | -10.7% | -6.7% | -4.1% | -9.8% |
| 30D | -25.7% | -32.9% | +7.2% | -21.6% |
| 3M | -21.6% | -39.5% | +17.9% | -16.5% |
| 6M | -27.8% | -62.0% | +34.2% | -19.9% |
| YTD | +61.8% | -7.8% | +69.6% | +66.5% |
| 1Y | +78.1% | +26.7% | +51.4% | +78.6% |
| 3Y | +4.9% | +825.4% | -820.5% | -7.0% |
| All | +4.9% | +825.4% | -820.5% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling