+69.8%
AG vs STLA
-3.1%
+72.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -6.1% | +0.8% | -3.9% |
| 7D | -6.0% | -13.1% | +7.0% | -3.0% |
| 30D | -14.3% | -13.3% | -1.1% | -11.6% |
| 3M | -26.9% | -27.9% | +0.9% | -21.6% |
| 6M | -42.1% | -47.8% | +5.7% | -33.4% |
| YTD | -15.9% | -64.6% | +48.7% | +3.2% |
| 1Y | +11.5% | -64.0% | +75.5% | +35.9% |
| 3Y | +208.0% | -76.8% | +284.8% | +303.8% |
| 5Y | +2.4% | -74.2% | +76.6% | +26.7% |
| All | +69.8% | -3.1% | +72.9% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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