+422.5%
STM vs ACM
+147.1%
+275.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.2% | +1.6% | +3.8% |
| 7D | -5.6% | +6.9% | -12.5% | -9.0% |
| 30D | -14.4% | +19.1% | -33.5% | -22.6% |
| 3M | -20.5% | -6.9% | -13.5% | -18.3% |
| 6M | -24.5% | -12.0% | -12.5% | -20.9% |
| YTD | +72.7% | -25.1% | +97.8% | +97.3% |
| 1Y | +91.0% | -45.4% | +136.4% | +164.1% |
| 3Y | +13.5% | -6.9% | +20.4% | +10.5% |
| 5Y | -9.2% | +3.7% | -12.9% | -17.7% |
| 10Y | +422.5% | +135.8% | +286.8% | +193.9% |
| All | +422.5% | +147.1% | +275.4% | +193.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling