+21.1%
STM vs AU
+688.4%
-667.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.5% | -0.9% |
| 7D | +1.7% | +0.6% | +1.0% | +1.5% |
| 30D | -5.2% | +12.3% | -17.5% | -7.4% |
| 3M | -29.6% | +29.4% | -59.0% | -33.1% |
| 6M | +54.4% | +3.2% | +51.1% | +51.3% |
| YTD | +99.5% | +31.8% | +67.7% | +89.4% |
| 1Y | +100.8% | +83.4% | +17.4% | +82.0% |
| 3Y | +20.2% | +623.1% | -602.9% | -12.6% |
| 5Y | +21.1% | +700.5% | -679.4% | -17.9% |
| All | +21.1% | +688.4% | -667.3% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling