+61.6%
AG vs STLA
+55.1%
+6.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.3% | -5.2% | -3.4% |
| 7D | -6.7% | -2.9% | -3.8% | -6.2% |
| 30D | +2.2% | +0.9% | +1.2% | +1.9% |
| 3M | +15.7% | -21.6% | +37.3% | +21.3% |
| 6M | -23.8% | -21.6% | -2.2% | -19.9% |
| YTD | +17.6% | -50.4% | +68.1% | +32.9% |
| 1Y | +88.6% | -43.6% | +132.2% | +105.2% |
| 3Y | +253.4% | -66.4% | +319.8% | +320.5% |
| 5Y | +62.4% | -62.3% | +124.7% | +83.5% |
| All | +61.6% | +55.1% | +6.6% | +92.2% |
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