+1,048.0%
STX vs AJG
+74.4%
+973.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.7% |
| 7D | -2.3% | -8.3% | +6.0% | -2.4% |
| 30D | -5.5% | -5.7% | +0.2% | -5.6% |
| 3M | -4.3% | +9.1% | -13.4% | -6.3% |
| 6M | +115.6% | +15.2% | +100.4% | +108.2% |
| YTD | +202.2% | -6.3% | +208.5% | +205.9% |
| 1Y | +325.3% | -19.1% | +344.4% | +351.0% |
| 3Y | +1,283.9% | +8.2% | +1,275.7% | +1,126.5% |
| All | +1,048.0% | +74.4% | +973.7% | +633.0% |
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