+75.2%
AJG vs SAN
+385.2%
-310.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | -1.5% |
| 7D | -8.3% | +0.2% | -8.5% | -8.3% |
| 30D | -5.7% | +0.9% | -6.6% | -5.8% |
| 3M | +9.1% | +19.1% | -10.0% | +6.3% |
| 6M | +15.2% | +33.2% | -18.0% | +10.0% |
| YTD | -6.3% | +29.1% | -35.4% | -10.5% |
| 1Y | -19.1% | +50.2% | -69.4% | -24.9% |
| 3Y | +8.2% | +351.0% | -342.8% | -20.0% |
| All | +75.2% | +385.2% | -310.0% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling