+16,706.2%
STX vs AJG
+1,603.4%
+15,102.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.8% | -0.9% |
| 7D | +9.6% | -7.4% | +17.0% | +12.9% |
| 30D | +10.6% | -3.0% | +13.6% | +11.2% |
| 3M | +4.8% | +12.8% | -8.1% | -3.9% |
| 6M | +137.3% | +12.8% | +124.4% | +115.1% |
| YTD | +222.5% | -4.7% | +227.2% | +213.5% |
| 1Y | +366.2% | -17.2% | +383.4% | +379.7% |
| 3Y | +1,352.9% | +10.2% | +1,342.7% | +1,149.6% |
| 5Y | +1,077.4% | +76.9% | +1,000.5% | +675.4% |
| 10Y | +3,621.5% | +480.5% | +3,141.0% | +1,176.5% |
| All | +16,706.2% | +1,603.4% | +15,102.7% | +3,327.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling