+96.5%
STM vs AUR
-17.4%
+113.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.4% | -1.6% | -4.4% |
| 7D | -6.0% | -19.8% | +13.8% | +1.4% |
| 30D | -20.9% | -29.0% | +8.1% | -10.8% |
| 3M | -15.8% | -43.6% | +27.8% | +3.1% |
| 6M | -17.0% | -36.6% | +19.6% | -2.2% |
| YTD | +76.8% | +6.3% | +70.5% | +74.2% |
| 1Y | +96.5% | -9.0% | +105.5% | +102.0% |
| All | +96.5% | -17.4% | +113.9% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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