-17.9%
STM vs AR
+75.2%
-93.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -2.8% | -9.6% | -11.9% |
| 7D | -20.1% | -11.7% | -8.4% | -18.4% |
| 30D | -32.0% | +1.8% | -33.8% | -32.2% |
| 3M | -24.2% | +6.0% | -30.1% | -25.2% |
| 6M | -29.9% | -7.0% | -22.9% | -29.6% |
| YTD | +54.9% | +5.6% | +49.3% | +50.3% |
| 1Y | +68.0% | +10.8% | +57.2% | +61.0% |
| 3Y | -0.1% | +19.3% | -19.5% | -7.4% |
| 5Y | -17.9% | +73.3% | -91.2% | -29.7% |
| All | -17.9% | +75.2% | -93.1% | -29.7% |
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