+21.0%
STM vs AR
+143.7%
-122.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | +5.8% | +2.5% | +3.3% | +5.3% |
| 30D | -1.0% | +14.8% | -15.8% | -3.4% |
| 3M | -33.3% | +6.2% | -39.5% | -34.2% |
| 6M | +57.4% | +4.3% | +53.1% | +54.7% |
| YTD | +102.2% | +14.4% | +87.8% | +94.2% |
| 1Y | +99.6% | +21.3% | +78.3% | +88.6% |
| 3Y | +14.5% | +39.8% | -25.3% | +3.8% |
| All | +21.0% | +143.7% | -122.8% | +1.7% |
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