-4.6%
STM vs ACGL
+173.3%
-177.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.2% | +0.6% |
| 7D | +12.0% | +2.2% | +9.8% | +11.9% |
| 30D | -0.4% | +12.3% | -12.7% | -1.3% |
| 3M | -13.2% | +11.8% | -25.0% | -14.0% |
| 6M | -26.1% | +17.5% | -43.5% | -27.7% |
| YTD | +81.2% | +14.3% | +66.9% | +77.1% |
| 1Y | +98.3% | +18.2% | +80.1% | +92.1% |
| 3Y | +16.7% | +33.2% | -16.4% | +7.0% |
| All | -4.6% | +173.3% | -177.8% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling