+52.4%
STLA vs ACM
+129.8%
-77.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.5% |
| 7D | +2.6% | -3.7% | +6.3% | +4.7% |
| 30D | -1.2% | -11.1% | +9.9% | +4.7% |
| 3M | -24.8% | -8.0% | -16.8% | -22.1% |
| 6M | -25.6% | -29.7% | +4.1% | -11.1% |
| YTD | -48.9% | -29.4% | -19.6% | -40.4% |
| 1Y | -38.8% | -46.4% | +7.7% | -16.1% |
| 3Y | -64.5% | -22.3% | -42.2% | -61.6% |
| 5Y | -62.4% | +4.5% | -66.9% | -66.2% |
| All | +52.4% | +129.8% | -77.4% | -4.1% |
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