-25.9%
STRL vs AJG
+19.3%
-45.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +5.5% | -26.9% | -14.8% |
| 7D | -27.1% | +10.7% | -37.8% | -15.9% |
| 30D | -45.8% | +26.9% | -72.7% | -26.6% |
| 3M | -47.6% | +16.6% | -64.2% | -34.5% |
| 6M | -46.4% | +40.1% | -86.6% | -17.8% |
| YTD | -7.4% | +12.4% | -19.8% | +28.9% |
| 1Y | -25.9% | +15.9% | -41.8% | +2.9% |
| All | -25.9% | +19.3% | -45.2% | +2.9% |
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