+10.0%
AJG vs STLD
+140.5%
-130.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.0% | -2.9% |
| 7D | -7.4% | -2.8% | -4.6% | -7.3% |
| 30D | -3.0% | -10.4% | +7.4% | -2.5% |
| 3M | +12.8% | -10.6% | +23.4% | +13.4% |
| 6M | +12.8% | +32.7% | -19.9% | +10.3% |
| YTD | -4.7% | +42.8% | -47.6% | -7.6% |
| 1Y | -17.2% | +86.9% | -104.1% | -21.8% |
| All | +10.0% | +140.5% | -130.5% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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