+8.2%
AJG vs SAN
+352.3%
-344.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | -1.3% |
| 7D | -8.3% | +0.2% | -8.5% | -8.3% |
| 30D | -5.7% | +0.9% | -6.6% | -5.7% |
| 3M | +9.1% | +19.1% | -10.0% | +8.0% |
| 6M | +15.2% | +33.2% | -18.0% | +13.0% |
| YTD | -6.3% | +29.1% | -35.4% | -8.2% |
| 1Y | -19.1% | +50.2% | -69.4% | -22.0% |
| 3Y | +8.2% | +351.0% | -342.8% | -9.4% |
| All | +8.2% | +352.3% | -344.0% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 3y: compounded portfolio wealth divided by compounded SAN 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…
3y analysis · Full analysis span regression · 6 months rolling