-73.7%
STLA vs ACM
-12.3%
-61.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -4.5% | +5.4% | -9.9% | -6.6% |
| 30D | -3.9% | +15.1% | -19.0% | -9.3% |
| 3M | -20.2% | -10.5% | -9.7% | -17.1% |
| 6M | -42.2% | -19.7% | -22.5% | -37.3% |
| YTD | -59.3% | -28.8% | -30.5% | -54.5% |
| 1Y | -56.1% | -47.9% | -8.2% | -40.1% |
| 3Y | -73.7% | -12.4% | -61.3% | -74.3% |
| All | -73.7% | -12.3% | -61.3% | -74.3% |
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