+3,676.0%
STX vs ACM
+128.0%
+3,548.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.8% | +7.3% | +6.8% |
| 7D | +10.7% | -0.3% | +11.0% | +10.8% |
| 30D | +11.3% | -12.9% | +24.2% | +16.4% |
| 3M | +3.2% | -6.4% | +9.6% | +3.6% |
| 6M | +157.0% | -29.2% | +186.2% | +190.4% |
| YTD | +229.2% | -29.9% | +259.2% | +268.8% |
| 1Y | +381.8% | -47.3% | +429.1% | +511.0% |
| 3Y | +1,383.2% | -19.6% | +1,402.8% | +1,433.0% |
| 5Y | +1,144.9% | +5.5% | +1,139.4% | +1,028.6% |
| 10Y | +3,676.0% | +129.7% | +3,546.3% | +2,231.6% |
| All | +3,676.0% | +128.0% | +3,548.1% | +2,231.6% |
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