+127.3%
AGI vs STLA
-77.1%
+204.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -10.1% | -13.8% | +3.7% | -8.6% |
| 30D | -6.5% | -10.5% | +4.0% | -5.4% |
| 3M | -12.8% | -28.9% | +16.1% | -9.9% |
| 6M | -34.3% | -49.7% | +15.4% | -30.2% |
| YTD | -25.6% | -64.9% | +39.3% | -20.6% |
| 1Y | -14.2% | -64.0% | +49.8% | -8.8% |
| 3Y | +127.3% | -77.4% | +204.7% | +183.9% |
| All | +127.3% | -77.1% | +204.4% | +183.9% |
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