+99.1%
STM vs AJG
-17.2%
+116.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +0.7% |
| 7D | -1.4% | -8.3% | +6.9% | -7.2% |
| 30D | -4.9% | -5.7% | +0.7% | -8.4% |
| 3M | -34.0% | +9.1% | -43.1% | -28.9% |
| 6M | +51.8% | +15.2% | +36.6% | +70.4% |
| YTD | +99.4% | -6.3% | +105.7% | +109.2% |
| 1Y | +99.1% | -19.1% | +118.2% | +98.4% |
| All | +99.1% | -17.2% | +116.3% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling