+463.1%
STM vs ACGL
+329.5%
+133.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +1.4% | -1.4% | +2.8% | +1.9% |
| 30D | -8.4% | +12.4% | -20.7% | -12.6% |
| 3M | -15.8% | +11.1% | -26.9% | -19.7% |
| 6M | -22.8% | +16.3% | -39.2% | -28.8% |
| YTD | +79.4% | +13.8% | +65.5% | +65.5% |
| 1Y | +97.0% | +20.4% | +76.6% | +77.1% |
| 3Y | +14.2% | +33.6% | -19.4% | -6.1% |
| 5Y | -4.5% | +176.8% | -181.3% | -49.1% |
| 10Y | +463.1% | +324.6% | +138.5% | +135.5% |
| All | +463.1% | +329.5% | +133.6% | +135.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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