-44.3%
STM vs RAM
-82.2%
+37.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -32.5% | +20.1% | -3.6% |
| 7D | -20.1% | -49.5% | +29.4% | -5.5% |
| 30D | -32.0% | -63.2% | +31.3% | -13.9% |
| 3M | -24.2% | -58.5% | +34.3% | -8.7% |
| All | -44.3% | -82.2% | +37.9% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM 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 RAM 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 · Available span rolling