+11.9%
AG vs STLA
-64.5%
+76.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.2% |
| 7D | -10.0% | -13.8% | +3.8% | -6.8% |
| 30D | -10.5% | -10.5% | 0.0% | -8.1% |
| 3M | -27.3% | -28.9% | +1.6% | -22.2% |
| 6M | -43.0% | -49.7% | +6.8% | -36.0% |
| YTD | -17.9% | -64.9% | +47.0% | -11.9% |
| 1Y | +11.9% | -64.0% | +76.0% | +18.2% |
| All | +11.9% | -64.5% | +76.4% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling