+3,036.5%
STT vs ACGL
+4,940.3%
-1,903.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +0.4% | -1.4% | +1.8% | +1.0% |
| 30D | -0.4% | +12.4% | -12.8% | -5.3% |
| 3M | -6.5% | +11.1% | -17.6% | -10.8% |
| 6M | +17.2% | +16.3% | +0.8% | +9.1% |
| YTD | +38.2% | +13.8% | +24.4% | +29.2% |
| 1Y | +49.3% | +20.4% | +28.9% | +36.3% |
| 3Y | +181.9% | +33.6% | +148.3% | +140.9% |
| 5Y | +106.9% | +176.8% | -69.9% | +27.7% |
| 10Y | +203.1% | +324.6% | -121.4% | +57.0% |
| All | +3,036.5% | +4,940.3% | -1,903.8% | +922.3% |
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