+1,019.5%
STX vs ACM
+5.0%
+1,014.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.5% |
| 7D | +2.4% | -3.7% | +6.1% | +3.7% |
| 30D | +1.4% | -11.1% | +12.5% | +5.0% |
| 3M | -8.2% | -8.0% | -0.2% | -7.0% |
| 6M | +127.0% | -29.7% | +156.7% | +158.8% |
| YTD | +209.1% | -29.4% | +238.5% | +246.0% |
| 1Y | +365.4% | -46.4% | +411.9% | +497.6% |
| 3Y | +1,135.4% | -22.3% | +1,157.7% | +1,173.8% |
| All | +1,019.5% | +5.0% | +1,014.6% | +864.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling