-5.4%
STM vs ALM
+387.9%
-393.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.5% | +6.9% | +1.1% |
| 7D | +16.3% | -4.0% | +20.3% | +16.8% |
| 30D | -6.3% | -30.5% | +24.2% | -2.6% |
| 3M | -14.1% | -46.9% | +32.8% | -8.6% |
| 6M | -19.6% | -65.5% | +45.9% | -11.9% |
| YTD | +80.1% | -13.4% | +93.5% | +85.5% |
| 1Y | +95.4% | +9.8% | +85.6% | +98.0% |
| 3Y | +14.7% | +783.1% | -768.4% | +3.6% |
| 5Y | -5.4% | +378.3% | -383.7% | -13.2% |
| All | -5.4% | +387.9% | -393.3% | -13.2% |
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