+444.1%
STM vs ACM
+133.7%
+310.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | 0.0% |
| 7D | -7.9% | +6.6% | -14.5% | -11.2% |
| 30D | -14.1% | +19.8% | -33.9% | -22.6% |
| 3M | -17.6% | -3.1% | -14.5% | -17.4% |
| 6M | -24.2% | -11.5% | -12.7% | -20.9% |
| YTD | +73.3% | -24.7% | +98.0% | +97.4% |
| 1Y | +90.1% | -45.1% | +135.1% | +162.0% |
| 3Y | +10.3% | -8.9% | +19.2% | +8.9% |
| 5Y | -5.7% | +5.4% | -11.1% | -15.4% |
| 10Y | +444.1% | +131.1% | +313.0% | +202.3% |
| All | +444.1% | +133.7% | +310.4% | +202.3% |
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