+3,379.8%
STT vs ACGL
+4,429.2%
-1,049.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.9% |
| 7D | +0.5% | -0.7% | +1.2% | +0.8% |
| 30D | +3.9% | -1.0% | +4.9% | +4.2% |
| 3M | +20.0% | +11.0% | +8.9% | +14.2% |
| 6M | +55.3% | -0.3% | +55.6% | +54.5% |
| YTD | +53.3% | +2.3% | +51.1% | +50.3% |
| 1Y | +74.7% | +6.4% | +68.3% | +68.0% |
| 3Y | +205.8% | +34.0% | +171.9% | +160.4% |
| 5Y | +145.0% | +161.6% | -16.6% | +55.0% |
| 10Y | +266.0% | +278.6% | -12.6% | +99.1% |
| All | +3,379.8% | +4,429.2% | -1,049.4% | +1,089.1% |
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