+123.8%
STX vs AJG
+19.3%
+104.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.5% | -13.6% | -3.3% |
| 7D | -20.2% | +10.7% | -30.9% | -12.2% |
| 30D | -37.2% | +26.9% | -64.1% | -21.9% |
| 3M | -34.1% | +16.6% | -50.6% | -23.1% |
| 6M | -24.5% | +40.1% | -64.6% | +0.8% |
| YTD | +102.9% | +12.4% | +90.5% | +147.1% |
| 1Y | +123.8% | +15.9% | +107.9% | +179.9% |
| All | +123.8% | +19.3% | +104.5% | +179.9% |
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