+1,439.1%
AJG vs STLA
+252.7%
+1,186.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -1.0% | -3.6% |
| 7D | -3.8% | +0.7% | -4.5% | -3.9% |
| 30D | +1.6% | -2.4% | +4.0% | +1.8% |
| 3M | +18.6% | -23.9% | +42.5% | +22.3% |
| 6M | +10.9% | -24.6% | +35.5% | +14.0% |
| YTD | -2.0% | -50.5% | +48.6% | +5.8% |
| 1Y | -14.9% | -39.8% | +24.9% | -11.2% |
| 3Y | +13.4% | -65.6% | +79.0% | +24.8% |
| 5Y | +83.2% | -62.1% | +145.3% | +95.3% |
| 10Y | +484.3% | +47.8% | +436.5% | +421.4% |
| All | +1,439.1% | +252.7% | +1,186.4% | +1,238.3% |
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