+19.8%
STLA vs ACM
+147.1%
-127.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.2% | -5.4% | -3.2% |
| 7D | -6.4% | +6.9% | -13.3% | -9.9% |
| 30D | -1.3% | +19.1% | -20.4% | -10.6% |
| 3M | -19.9% | -6.9% | -13.0% | -17.3% |
| 6M | -42.9% | -12.0% | -30.9% | -39.8% |
| YTD | -59.4% | -25.1% | -34.3% | -54.1% |
| 1Y | -56.8% | -45.4% | -11.4% | -41.1% |
| 3Y | -73.1% | -6.9% | -66.2% | -73.8% |
| 5Y | -70.1% | +3.7% | -73.8% | -73.0% |
| 10Y | +19.8% | +135.8% | -116.0% | -26.4% |
| All | +19.8% | +147.1% | -127.3% | -26.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling