+76.9%
AJG vs STLD
+294.9%
-217.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.0% | -2.9% |
| 7D | -7.4% | -2.8% | -4.6% | -7.0% |
| 30D | -3.0% | -10.4% | +7.4% | -1.7% |
| 3M | +12.8% | -10.6% | +23.4% | +14.3% |
| 6M | +12.8% | +32.7% | -19.9% | +7.3% |
| YTD | -4.7% | +42.8% | -47.6% | -10.8% |
| 1Y | -17.2% | +86.9% | -104.1% | -26.2% |
| 3Y | +10.2% | +143.8% | -133.6% | -9.1% |
| 5Y | +76.9% | +293.5% | -216.6% | +28.6% |
| All | +76.9% | +294.9% | -217.9% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling