+4,293.5%
AJG vs SBAC
+2,175.2%
+2,118.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.8% | -2.8% |
| 7D | -7.4% | +0.2% | -7.6% | -7.4% |
| 30D | -3.0% | +3.9% | -6.8% | -3.3% |
| 3M | +12.8% | -8.2% | +21.0% | +13.5% |
| 6M | +12.8% | -2.8% | +15.6% | +12.8% |
| YTD | -4.7% | -1.5% | -3.2% | -5.0% |
| 1Y | -17.2% | 0.0% | -17.2% | -17.5% |
| 3Y | +10.2% | -8.4% | +18.6% | +10.1% |
| 5Y | +76.9% | -43.5% | +120.5% | +82.8% |
| 10Y | +480.5% | +86.9% | +393.6% | +455.6% |
| All | +4,293.5% | +2,175.2% | +2,118.3% | +3,326.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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