+126.8%
AGI vs STLA
+150.0%
-23.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -10.1% | -13.8% | +3.7% | -9.4% |
| 30D | -6.5% | -10.5% | +4.0% | -6.0% |
| 3M | -12.8% | -28.9% | +16.1% | -11.4% |
| 6M | -34.3% | -49.7% | +15.4% | -32.2% |
| YTD | -25.6% | -64.9% | +39.3% | -22.4% |
| 1Y | -14.2% | -64.0% | +49.8% | -10.7% |
| 3Y | +127.3% | -77.4% | +204.7% | +140.3% |
| 5Y | +241.8% | -74.4% | +316.2% | +256.4% |
| 10Y | +381.8% | -6.4% | +388.1% | +398.0% |
| All | +126.8% | +150.0% | -23.1% | +106.5% |
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