+2,273.4%
STM vs AJG
+8,119.1%
-5,845.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +1.3% |
| 7D | +5.2% | -3.8% | +9.0% | +6.9% |
| 30D | -7.4% | +1.6% | -9.0% | -8.4% |
| 3M | -30.6% | +18.6% | -49.3% | -37.4% |
| 6M | +66.4% | +10.9% | +55.5% | +52.7% |
| YTD | +101.1% | -2.0% | +103.1% | +93.0% |
| 1Y | +97.4% | -14.9% | +112.3% | +101.4% |
| 3Y | +21.1% | +13.4% | +7.7% | +3.7% |
| 5Y | +22.5% | +83.2% | -60.8% | -17.9% |
| 10Y | +657.6% | +484.3% | +173.3% | +197.2% |
| All | +2,273.4% | +8,119.1% | -5,845.7% | +278.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling