-5.7%
STM vs AR
+87.1%
-92.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.3% | +2.8% | +6.4% |
| 7D | -7.9% | -5.8% | -2.2% | -6.9% |
| 30D | -14.1% | +4.8% | -19.0% | -14.8% |
| 3M | -17.6% | +1.5% | -19.1% | -18.0% |
| 6M | -24.2% | +4.7% | -28.9% | -25.4% |
| YTD | +73.3% | +9.2% | +64.1% | +67.3% |
| 1Y | +90.1% | +11.2% | +78.9% | +82.5% |
| 3Y | +10.3% | +46.2% | -35.9% | -1.1% |
| 5Y | -5.7% | +98.1% | -103.8% | -18.6% |
| All | -5.7% | +87.1% | -92.9% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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