+655.9%
STM vs ALNY
+260.0%
+395.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | -1.4% | -6.5% | +5.2% | -0.4% |
| 30D | -4.9% | +11.0% | -16.0% | -6.5% |
| 3M | -34.0% | -14.1% | -19.9% | -33.6% |
| 6M | +51.8% | -22.4% | +74.2% | +54.9% |
| YTD | +99.4% | -37.5% | +136.8% | +110.3% |
| 1Y | +99.1% | -46.9% | +146.0% | +115.3% |
| 3Y | +19.5% | +22.1% | -2.6% | +9.5% |
| 5Y | +19.5% | +31.2% | -11.7% | +4.8% |
| All | +655.9% | +260.0% | +395.9% | +487.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling