+607.1%
AJG vs SFM
+108.9%
+498.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +1.1% | -2.4% |
| 7D | -7.4% | -7.2% | -0.2% | -6.6% |
| 30D | -3.0% | -14.3% | +11.4% | -1.4% |
| 3M | +12.8% | -13.7% | +26.6% | +14.4% |
| 6M | +12.8% | -6.0% | +18.9% | +13.0% |
| YTD | -4.7% | -8.2% | +3.5% | -4.5% |
| 1Y | -17.2% | -46.2% | +29.0% | -12.5% |
| 3Y | +10.2% | +83.6% | -73.4% | +0.6% |
| 5Y | +76.9% | +212.7% | -135.8% | +50.1% |
| 10Y | +480.5% | +273.0% | +207.5% | +368.7% |
| All | +607.1% | +108.9% | +498.3% | +496.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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