-74.5%
STLA vs ACM
+1.1%
-75.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.3% |
| 7D | -13.8% | +5.6% | -19.4% | -16.4% |
| 30D | -10.5% | +20.8% | -31.4% | -19.2% |
| 3M | -28.9% | +11.4% | -40.3% | -33.0% |
| 6M | -49.7% | +0.9% | -50.7% | -50.7% |
| YTD | -64.9% | -24.8% | -40.1% | -60.5% |
| 1Y | -64.0% | -46.4% | -17.6% | -49.1% |
| 3Y | -77.4% | -9.2% | -68.2% | -78.7% |
| All | -74.5% | +1.1% | -75.5% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling