+75.2%
AJG vs STZ
-37.6%
+112.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -8.3% | -4.5% | -3.8% | -7.4% |
| 30D | -5.7% | -8.6% | +2.9% | -3.9% |
| 3M | +9.1% | -13.8% | +22.9% | +12.4% |
| 6M | +15.2% | -17.2% | +32.4% | +19.2% |
| YTD | -6.3% | -9.4% | +3.1% | -5.7% |
| 1Y | -19.1% | -11.9% | -7.3% | -18.2% |
| 3Y | +8.2% | -49.6% | +57.8% | +27.1% |
| All | +75.2% | -37.6% | +112.8% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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