+98.8%
STM vs AUR
+10.3%
+88.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -0.5% |
| 7D | -1.1% | +0.2% | -1.2% | -1.1% |
| 30D | -7.8% | -8.9% | +1.1% | -4.7% |
| 3M | -28.2% | +4.6% | -32.8% | -29.1% |
| 6M | +52.0% | +44.9% | +7.1% | +34.4% |
| YTD | +96.4% | +64.8% | +31.5% | +64.5% |
| 1Y | +98.8% | +16.4% | +82.5% | +85.9% |
| All | +98.8% | +10.3% | +88.5% | +85.9% |
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