+72.8%
AG vs STLA
-63.2%
+135.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +3.9% | +2.6% |
| 7D | -0.1% | +0.4% | -0.5% | -0.2% |
| 30D | +12.5% | -5.2% | +17.6% | +13.8% |
| 3M | +28.2% | -24.9% | +53.0% | +37.5% |
| 6M | -18.8% | -25.2% | +6.3% | -12.7% |
| YTD | +27.4% | -51.4% | +78.8% | +49.0% |
| 1Y | +132.2% | -40.7% | +172.9% | +152.0% |
| 3Y | +286.9% | -66.3% | +353.1% | +387.5% |
| 5Y | +72.8% | -63.2% | +136.0% | +93.4% |
| All | +72.8% | -63.2% | +135.9% | +93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling