+8,757.3%
STX vs ACGL
+3,081.9%
+5,675.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -0.1% | -16.2% | -16.2% |
| 7D | -33.4% | +6.4% | -39.8% | -35.2% |
| 30D | -42.1% | +16.6% | -58.7% | -45.9% |
| 3M | -44.3% | +11.6% | -55.8% | -47.2% |
| 6M | -39.4% | +17.5% | -56.9% | -44.8% |
| YTD | +70.0% | +15.3% | +54.7% | +54.2% |
| 1Y | +70.2% | +26.3% | +43.9% | +47.9% |
| 3Y | +585.2% | +35.9% | +549.2% | +452.5% |
| 5Y | +455.7% | +168.2% | +287.5% | +206.9% |
| 10Y | +2,007.9% | +352.0% | +1,655.9% | +709.8% |
| All | +8,757.3% | +3,081.9% | +5,675.4% | +1,189.9% |
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