+123.8%
STX vs AGI
-1.1%
+124.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +10.8% | -18.9% | -9.8% |
| 7D | -20.2% | -5.3% | -14.9% | -19.4% |
| 30D | -37.2% | -7.1% | -30.1% | -36.3% |
| 3M | -34.1% | +4.4% | -38.5% | -35.6% |
| 6M | -24.5% | -23.0% | -1.4% | -21.4% |
| YTD | +102.9% | -22.0% | +124.9% | +97.0% |
| 1Y | +123.8% | +0.3% | +123.5% | +66.8% |
| All | +123.8% | -1.1% | +124.9% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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