+2,119.0%
STRL vs AJG
+75.6%
+2,043.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | +5.4% | -8.5% | +13.9% | +4.8% |
| 30D | -9.0% | -3.8% | -5.2% | -9.2% |
| 3M | -37.1% | +10.8% | -47.9% | -38.1% |
| 6M | +17.8% | +15.6% | +2.2% | +14.8% |
| YTD | +58.3% | -5.1% | +63.5% | +61.7% |
| 1Y | +61.0% | -16.0% | +77.0% | +71.5% |
| 3Y | +517.8% | +9.7% | +508.1% | +464.3% |
| 5Y | +2,119.0% | +77.8% | +2,041.2% | +1,530.8% |
| All | +2,119.0% | +75.6% | +2,043.5% | +1,530.8% |
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