+47.8%
STLA vs ACM
+128.0%
-80.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.2% | -2.6% |
| 7D | +0.7% | -0.3% | +1.0% | +0.9% |
| 30D | -2.4% | -12.9% | +10.6% | +4.7% |
| 3M | -23.9% | -6.4% | -17.5% | -22.0% |
| 6M | -24.6% | -29.2% | +4.6% | -10.3% |
| YTD | -50.5% | -29.9% | -20.6% | -41.9% |
| 1Y | -39.8% | -47.3% | +7.4% | -16.8% |
| 3Y | -65.6% | -19.6% | -46.0% | -63.5% |
| 5Y | -62.1% | +5.5% | -67.6% | -66.1% |
| 10Y | +47.8% | +129.7% | -81.9% | -6.6% |
| All | +47.8% | +128.0% | -80.2% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ACM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling