+467.5%
AG vs STLA
+263.8%
+203.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -2.2% |
| 7D | +1.0% | +2.6% | -1.6% | +0.6% |
| 30D | +19.2% | -1.2% | +20.4% | +19.3% |
| 3M | +6.2% | -24.8% | +30.9% | +10.8% |
| 6M | -26.7% | -25.6% | -1.1% | -23.4% |
| YTD | +26.1% | -48.9% | +75.1% | +37.6% |
| 1Y | +131.7% | -38.8% | +170.4% | +144.3% |
| 3Y | +255.3% | -64.5% | +319.9% | +300.7% |
| 5Y | +61.9% | -62.4% | +124.4% | +78.2% |
| 10Y | +72.0% | +55.4% | +16.6% | +62.8% |
| All | +467.5% | +263.8% | +203.7% | +292.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling