+7,285.0%
STRL vs AJG
+473.1%
+6,811.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.2% | +6.6% | +5.8% |
| 7D | +5.0% | -8.3% | +13.3% | +7.9% |
| 30D | -6.9% | -5.7% | -1.2% | -5.6% |
| 3M | -39.1% | +9.1% | -48.1% | -43.1% |
| 6M | +21.5% | +15.2% | +6.3% | +8.8% |
| YTD | +66.9% | -6.3% | +73.2% | +63.6% |
| 1Y | +61.6% | -19.1% | +80.8% | +70.9% |
| 3Y | +560.0% | +8.2% | +551.8% | +455.9% |
| 5Y | +2,238.9% | +75.6% | +2,163.2% | +1,264.8% |
| All | +7,285.0% | +473.1% | +6,811.9% | +1,827.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling