+16.7%
STM vs AU
+507.6%
-490.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.9% |
| 7D | +12.0% | -7.2% | +19.2% | +13.8% |
| 30D | -0.4% | -2.9% | +2.5% | +0.1% |
| 3M | -13.2% | -8.7% | -4.5% | -11.9% |
| 6M | -26.1% | -14.1% | -11.9% | -24.7% |
| YTD | +81.2% | +4.8% | +76.4% | +79.5% |
| 1Y | +98.3% | +11.9% | +86.4% | +94.8% |
| 3Y | +16.7% | +513.8% | -497.1% | -11.9% |
| All | +16.7% | +507.6% | -490.9% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling