+255.1%
STM vs ACM
+233.3%
+21.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | -10.7% | +5.4% | -16.1% | -13.1% |
| 30D | -25.7% | +15.1% | -40.9% | -31.0% |
| 3M | -21.6% | -10.5% | -11.1% | -18.2% |
| 6M | -27.8% | -19.7% | -8.1% | -21.3% |
| YTD | +61.8% | -28.8% | +90.6% | +86.4% |
| 1Y | +78.1% | -47.9% | +126.0% | +140.8% |
| 3Y | +4.9% | -12.4% | +17.3% | +6.8% |
| 5Y | -14.3% | +0.6% | -14.8% | -18.7% |
| 10Y | +414.1% | +161.3% | +252.8% | +186.5% |
| All | +255.1% | +233.3% | +21.7% | +59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling