+13.5%
STM vs ACGL
+35.1%
-21.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.8% | +6.0% | +6.9% |
| 7D | -5.6% | -1.1% | -4.5% | -5.7% |
| 30D | -14.4% | +13.1% | -27.6% | -12.1% |
| 3M | -20.5% | +9.8% | -30.3% | -18.6% |
| 6M | -24.5% | +15.3% | -39.8% | -22.2% |
| YTD | +72.7% | +12.7% | +60.0% | +77.4% |
| 1Y | +91.0% | +20.7% | +70.3% | +94.9% |
| 3Y | +13.5% | +34.3% | -20.8% | +23.8% |
| All | +13.5% | +35.1% | -21.6% | +23.8% |
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