-15.7%
STM vs AR
+71.8%
-87.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.3% | +4.6% |
| 7D | -10.7% | -14.3% | +3.5% | -8.5% |
| 30D | -25.7% | +1.4% | -27.2% | -26.0% |
| 3M | -21.6% | +3.4% | -24.9% | -22.3% |
| 6M | -27.8% | -2.1% | -25.7% | -28.1% |
| YTD | +61.8% | +4.7% | +57.1% | +57.1% |
| 1Y | +78.1% | +10.6% | +67.5% | +70.7% |
| 3Y | +4.9% | +24.6% | -19.7% | -3.5% |
| All | -15.7% | +71.8% | -87.5% | -26.7% |
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