+68.0%
STM vs AS
0.0%
+68.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -2.3% | -10.1% | -11.5% |
| 7D | -20.1% | +7.1% | -27.2% | -22.2% |
| 30D | -32.0% | +12.8% | -44.8% | -35.3% |
| 3M | -24.2% | -14.7% | -9.4% | -19.1% |
| 6M | -29.9% | -9.9% | -20.0% | -27.5% |
| YTD | +54.9% | -16.1% | +71.0% | +61.5% |
| 1Y | +68.0% | +0.2% | +67.8% | +74.9% |
| All | +68.0% | 0.0% | +68.0% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling