-39.9%
ACN vs STLA
-64.4%
+24.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -3.5% |
| 7D | -1.5% | +2.6% | -4.1% | -2.0% |
| 30D | +9.4% | -1.2% | +10.6% | +9.5% |
| 3M | +5.6% | -24.8% | +30.4% | +10.1% |
| 6M | -9.3% | -25.6% | +16.3% | -5.7% |
| YTD | -29.0% | -48.9% | +20.0% | -21.9% |
| 1Y | -24.7% | -38.8% | +14.1% | -20.5% |
| All | -39.9% | -64.4% | +24.5% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 3y: compounded portfolio wealth divided by compounded STLA 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…
3y analysis · Full analysis span regression · 6 months rolling