+1,184.4%
STX vs ACM
-21.7%
+1,206.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.4% |
| 7D | +2.4% | -3.7% | +6.1% | +3.2% |
| 30D | +1.4% | -11.1% | +12.5% | +4.1% |
| 3M | -8.2% | -8.0% | -0.2% | -7.2% |
| 6M | +127.0% | -29.7% | +156.7% | +152.6% |
| YTD | +209.1% | -29.4% | +238.5% | +238.1% |
| 1Y | +365.4% | -46.4% | +411.9% | +476.5% |
| All | +1,184.4% | -21.7% | +1,206.0% | +1,205.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling