+1,907.8%
STX vs ACM
+132.1%
+1,775.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | -17.3% | +6.6% | -23.9% | -19.2% |
| 30D | -35.9% | +19.8% | -55.7% | -40.3% |
| 3M | -37.3% | -3.1% | -34.2% | -37.4% |
| 6M | -35.8% | -11.5% | -24.3% | -34.2% |
| YTD | +82.7% | -24.7% | +107.4% | +98.5% |
| 1Y | +71.6% | -45.1% | +116.7% | +114.6% |
| 3Y | +635.3% | -8.9% | +644.2% | +620.5% |
| 5Y | +483.8% | +5.4% | +478.4% | +429.5% |
| All | +1,907.8% | +132.1% | +1,775.7% | +1,129.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling