+415.2%
AGI vs STLA
-63.6%
+478.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.6% |
| 7D | +2.2% | +0.4% | +1.8% | +2.2% |
| 30D | +11.3% | -5.2% | +16.5% | +12.0% |
| 3M | +5.6% | -24.9% | +30.5% | +9.4% |
| 6M | -27.7% | -25.2% | -2.5% | -25.0% |
| YTD | -4.1% | -51.4% | +47.3% | +3.2% |
| 1Y | +13.8% | -40.7% | +54.5% | +18.7% |
| 3Y | +217.0% | -66.3% | +283.3% | +258.6% |
| All | +415.2% | -63.6% | +478.8% | +437.0% |
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 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