+7,543.7%
AJG vs STLD
+8,620.8%
-1,077.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.9% |
| 7D | -3.8% | +2.7% | -6.4% | -4.2% |
| 30D | +1.6% | -8.4% | +10.0% | +2.8% |
| 3M | +18.6% | -9.9% | +28.5% | +20.0% |
| 6M | +10.9% | +33.0% | -22.1% | +5.6% |
| YTD | -2.0% | +42.6% | -44.5% | -7.9% |
| 1Y | -14.9% | +80.8% | -95.7% | -23.1% |
| 3Y | +13.4% | +143.4% | -130.0% | -3.5% |
| 5Y | +83.2% | +293.4% | -210.2% | +42.4% |
| 10Y | +484.3% | +1,080.4% | -596.1% | +272.5% |
| All | +7,543.7% | +8,620.8% | -1,077.1% | +2,780.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling