+286.3%
STM vs ALNY
+4,129.5%
-3,843.2%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | +1.7% | -3.5% | +5.2% | +2.3% |
| 30D | -5.2% | +18.9% | -24.1% | -8.1% |
| 3M | -29.6% | -13.3% | -16.3% | -29.3% |
| 6M | +54.4% | -20.3% | +74.6% | +57.1% |
| YTD | +99.5% | -35.1% | +134.6% | +110.4% |
| 1Y | +100.8% | -46.5% | +147.2% | +118.7% |
| 3Y | +20.2% | +28.1% | -7.9% | +7.9% |
| 5Y | +21.1% | +36.1% | -14.9% | +3.5% |
| 10Y | +664.5% | +269.7% | +394.9% | +384.9% |
| All | +286.3% | +4,129.5% | -3,843.2% | +44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling