+906.3%
STM vs ACGL
+4,429.2%
-3,522.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.4% |
| 7D | +5.8% | -0.7% | +6.5% | +6.0% |
| 30D | -1.0% | -1.0% | 0.0% | -0.8% |
| 3M | -33.3% | +11.0% | -44.3% | -36.3% |
| 6M | +57.4% | -0.3% | +57.7% | +55.2% |
| YTD | +102.2% | +2.3% | +99.9% | +96.9% |
| 1Y | +99.6% | +6.4% | +93.2% | +91.2% |
| 3Y | +14.5% | +34.0% | -19.4% | -1.0% |
| 5Y | +21.4% | +161.6% | -140.3% | -18.1% |
| 10Y | +695.0% | +278.6% | +416.4% | +370.7% |
| All | +906.3% | +4,429.2% | -3,522.9% | +283.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling