+99.1%
STM vs AU
+72.0%
+27.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | -1.4% | -4.3% | +2.9% | -0.1% |
| 30D | -4.9% | +7.3% | -12.2% | -7.6% |
| 3M | -34.0% | +26.3% | -60.3% | -39.6% |
| 6M | +51.8% | +1.8% | +50.1% | +45.6% |
| YTD | +99.4% | +26.8% | +72.6% | +87.8% |
| 1Y | +99.1% | +66.7% | +32.4% | +83.4% |
| All | +99.1% | +72.0% | +27.1% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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