+0.4%
STM vs ACGL
+35.5%
-35.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -0.1% | -12.3% | -12.4% |
| 7D | -20.1% | +6.4% | -26.5% | -18.9% |
| 30D | -32.0% | +16.6% | -48.6% | -29.6% |
| 3M | -24.2% | +11.6% | -35.7% | -22.1% |
| 6M | -29.9% | +17.5% | -47.4% | -27.5% |
| YTD | +54.9% | +15.3% | +39.6% | +59.9% |
| 1Y | +68.0% | +26.3% | +41.7% | +71.9% |
| All | +0.4% | +35.5% | -35.1% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling