+21.0%
STM vs ALM
+951.0%
-930.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.0% |
| 7D | +5.8% | -2.6% | +8.4% | +6.1% |
| 30D | -1.0% | +32.0% | -33.0% | -3.8% |
| 3M | -33.3% | -15.0% | -18.2% | -32.9% |
| 6M | +57.4% | -10.1% | +67.5% | +56.4% |
| YTD | +102.2% | +99.4% | +2.8% | +91.3% |
| 1Y | +99.6% | +316.4% | -216.8% | +80.2% |
| 3Y | +14.5% | +2,022.0% | -2,007.5% | -6.7% |
| All | +21.0% | +951.0% | -930.0% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling