+21.1%
STM vs AUR
-34.3%
+55.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | +1.7% | +11.1% | -9.5% | -0.3% |
| 30D | -5.2% | -6.9% | +1.7% | -4.1% |
| 3M | -29.6% | +5.5% | -35.1% | -30.1% |
| 6M | +54.4% | +41.0% | +13.4% | +45.3% |
| YTD | +99.5% | +69.3% | +30.2% | +81.8% |
| 1Y | +100.8% | +14.0% | +86.7% | +93.8% |
| 3Y | +20.2% | +90.1% | -69.9% | -5.5% |
| 5Y | +21.1% | -34.4% | +55.6% | -9.8% |
| All | +21.1% | -34.3% | +55.4% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling