-29.9%
STM vs AR
-7.2%
-22.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -2.8% | -9.6% | -13.1% |
| 7D | -20.1% | -11.7% | -8.4% | -23.2% |
| 30D | -32.0% | +1.8% | -33.8% | -30.7% |
| 3M | -24.2% | +6.0% | -30.1% | -20.4% |
| 6M | -29.9% | -7.0% | -22.9% | -28.0% |
| All | -29.9% | -7.2% | -22.7% | -28.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling