+17.7%
STM vs AJG
+75.6%
-57.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -1.1% | -8.5% | +7.5% | -0.3% |
| 30D | -7.8% | -3.8% | -4.0% | -7.6% |
| 3M | -28.2% | +10.8% | -39.0% | -30.2% |
| 6M | +52.0% | +15.6% | +36.4% | +45.6% |
| YTD | +96.4% | -5.1% | +101.5% | +99.2% |
| 1Y | +98.8% | -16.0% | +114.9% | +111.5% |
| 3Y | +18.3% | +9.7% | +8.5% | +0.4% |
| 5Y | +17.7% | +77.8% | -60.1% | -36.1% |
| All | +17.7% | +75.6% | -57.9% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling