-77.2%
STLA vs ACM
-9.6%
-67.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.2% | -5.9% | -6.0% |
| 7D | -13.1% | +5.1% | -18.1% | -14.9% |
| 30D | -13.3% | +18.7% | -31.9% | -19.2% |
| 3M | -27.9% | +15.5% | -43.3% | -32.1% |
| 6M | -47.8% | +1.2% | -49.0% | -48.7% |
| YTD | -64.6% | -25.2% | -39.3% | -61.2% |
| 1Y | -64.0% | -46.3% | -17.7% | -51.3% |
| All | -77.2% | -9.6% | -67.6% | -77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling