+21.0%
STM vs ACM
+5.0%
+16.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +2.1% |
| 7D | +5.8% | -3.7% | +9.5% | +8.0% |
| 30D | -1.0% | -11.1% | +10.1% | +4.7% |
| 3M | -33.3% | -8.0% | -25.3% | -31.4% |
| 6M | +57.4% | -29.7% | +87.0% | +90.5% |
| YTD | +102.2% | -29.4% | +131.6% | +141.1% |
| 1Y | +99.6% | -46.4% | +146.0% | +185.3% |
| 3Y | +14.5% | -22.3% | +36.9% | +21.6% |
| All | +21.0% | +5.0% | +16.0% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling