+51.0%
STM vs AUR
-36.6%
+87.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +5.8% | +8.7% | -3.0% | +4.1% |
| 30D | -1.0% | -5.2% | +4.2% | -0.2% |
| 3M | -33.3% | -7.3% | -25.9% | -32.2% |
| 6M | +57.4% | +41.2% | +16.2% | +48.2% |
| YTD | +102.2% | +65.1% | +37.1% | +85.1% |
| 1Y | +99.6% | +13.4% | +86.2% | +93.0% |
| 3Y | +14.5% | +98.1% | -83.6% | -10.6% |
| 5Y | +21.4% | -36.0% | +57.4% | -5.8% |
| All | +51.0% | -36.6% | +87.6% | +18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling