+279.0%
AG vs STLA
-65.4%
+344.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.0% | -0.4% |
| 7D | +4.5% | +0.7% | +3.7% | +4.3% |
| 30D | +12.9% | -2.4% | +15.2% | +13.3% |
| 3M | +20.9% | -23.9% | +44.8% | +27.6% |
| 6M | -19.5% | -24.6% | +5.1% | -14.9% |
| YTD | +24.8% | -50.5% | +75.3% | +39.9% |
| 1Y | +120.2% | -39.8% | +160.1% | +131.5% |
| 3Y | +279.0% | -65.6% | +344.6% | +386.0% |
| All | +279.0% | -65.4% | +344.4% | +386.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling