+78.1%
STM vs ACGL
+22.6%
+55.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.0% | +7.4% | +1.2% |
| 7D | -10.7% | +0.9% | -11.6% | -9.6% |
| 30D | -25.7% | +13.7% | -39.5% | -14.0% |
| 3M | -21.6% | +8.0% | -29.6% | -13.4% |
| 6M | -27.8% | +13.3% | -41.1% | -13.5% |
| YTD | +61.8% | +11.8% | +49.9% | +91.0% |
| 1Y | +78.1% | +22.2% | +55.9% | +112.6% |
| All | +78.1% | +22.6% | +55.5% | +112.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling