+601.9%
STM vs ALM
+7,705.7%
-7,103.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +1.9% |
| 7D | +5.8% | -2.6% | +8.4% | +5.8% |
| 30D | -1.0% | +32.0% | -33.0% | -1.2% |
| 3M | -33.3% | -15.0% | -18.2% | -33.2% |
| 6M | +57.4% | -10.1% | +67.5% | +57.3% |
| YTD | +102.2% | +99.4% | +2.8% | +101.3% |
| 1Y | +99.6% | +316.4% | -216.8% | +97.8% |
| 3Y | +14.5% | +2,022.0% | -2,007.5% | +12.4% |
| 5Y | +21.4% | +941.2% | -919.8% | +19.3% |
| 10Y | +695.0% | +2,950.3% | -2,255.4% | +675.6% |
| All | +601.9% | +7,705.7% | -7,103.9% | +568.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling