-11.5%
AJG vs SCCO
+105.9%
-117.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -1.8% | -5.3% | +3.4% | -2.5% |
| 30D | +4.6% | +0.9% | +3.8% | +4.8% |
| 3M | +24.9% | +2.4% | +22.5% | +26.3% |
| 6M | +17.2% | -2.4% | +19.6% | +18.6% |
| YTD | +2.2% | +42.4% | -40.3% | +7.3% |
| 1Y | -11.5% | +105.6% | -117.2% | -4.3% |
| All | -11.5% | +105.9% | -117.5% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 1y: compounded portfolio wealth divided by compounded SCCO 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…
1y analysis · Full analysis span regression · 6 months rolling