+96.5%
STM vs ALNY
-62.5%
+159.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.7% | -6.8% | -6.0% |
| 7D | -6.0% | -30.7% | +24.7% | -8.9% |
| 30D | -20.9% | -26.7% | +5.8% | -22.9% |
| 3M | -15.8% | -26.4% | +10.7% | -17.5% |
| 6M | -17.0% | -45.9% | +28.9% | -19.8% |
| YTD | +76.8% | -59.5% | +136.3% | +85.9% |
| 1Y | +96.5% | -62.0% | +158.5% | +106.7% |
| All | +96.5% | -62.5% | +159.0% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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