+592.5%
ACN vs STLA
+263.8%
+328.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -3.6% |
| 7D | -1.5% | +2.6% | -4.1% | -2.0% |
| 30D | +9.4% | -1.2% | +10.6% | +9.6% |
| 3M | +5.6% | -24.8% | +30.4% | +11.4% |
| 6M | -9.3% | -25.6% | +16.3% | -4.6% |
| YTD | -29.0% | -48.9% | +20.0% | -20.5% |
| 1Y | -24.7% | -38.8% | +14.1% | -19.1% |
| 3Y | -39.8% | -64.5% | +24.7% | -30.0% |
| 5Y | -40.9% | -62.4% | +21.5% | -33.3% |
| 10Y | +91.1% | +55.4% | +35.7% | +69.2% |
| All | +592.5% | +263.8% | +328.7% | +480.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling