+365.4%
STX vs AJG
-12.9%
+378.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.5% | +7.8% | +5.1% |
| 7D | +2.4% | -1.8% | +4.2% | +0.9% |
| 30D | +1.4% | +4.6% | -3.3% | +5.9% |
| 3M | -8.2% | +24.9% | -33.1% | +9.2% |
| 6M | +127.0% | +17.2% | +109.8% | +164.6% |
| YTD | +209.1% | +2.2% | +207.0% | +238.4% |
| 1Y | +365.4% | -11.5% | +376.9% | +387.8% |
| All | +365.4% | -12.9% | +378.3% | +387.8% |
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 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