+189.9%
STLA vs ACM
+198.4%
-8.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -4.5% | +5.4% | -9.9% | -6.8% |
| 30D | -3.9% | +15.1% | -19.0% | -9.9% |
| 3M | -20.2% | -10.5% | -9.7% | -16.4% |
| 6M | -42.2% | -19.7% | -22.5% | -36.9% |
| YTD | -59.3% | -28.8% | -30.5% | -53.8% |
| 1Y | -56.1% | -47.9% | -8.2% | -42.2% |
| 3Y | -73.7% | -12.4% | -61.3% | -73.1% |
| 5Y | -70.3% | +0.6% | -70.8% | -71.6% |
| 10Y | +23.1% | +161.3% | -138.2% | -22.1% |
| All | +189.9% | +198.4% | -8.5% | +85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling