+46.7%
STM vs AUR
-36.7%
+83.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -1.1% |
| 7D | -1.1% | +0.2% | -1.2% | -1.1% |
| 30D | -7.8% | -8.9% | +1.1% | -6.4% |
| 3M | -28.2% | +4.6% | -32.8% | -28.6% |
| 6M | +52.0% | +44.9% | +7.1% | +42.5% |
| YTD | +96.4% | +64.8% | +31.5% | +79.8% |
| 1Y | +98.8% | +16.4% | +82.5% | +91.5% |
| 3Y | +18.3% | +85.1% | -66.8% | -6.5% |
| 5Y | +17.7% | -36.1% | +53.8% | -8.6% |
| All | +46.7% | -36.7% | +83.4% | +14.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling