+7,190.0%
AJG vs SIRI
-16.9%
+7,206.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.2% | -1.3% |
| 7D | -8.3% | +0.6% | -8.8% | -8.3% |
| 30D | -5.7% | +2.5% | -8.2% | -5.8% |
| 3M | +9.1% | +6.6% | +2.5% | +8.8% |
| 6M | +15.2% | +32.9% | -17.7% | +14.0% |
| YTD | -6.3% | +50.5% | -56.8% | -7.7% |
| 1Y | -19.1% | +28.0% | -47.1% | -19.9% |
| 3Y | +8.2% | -22.4% | +30.6% | +8.1% |
| 5Y | +75.6% | -41.3% | +116.9% | +76.2% |
| 10Y | +471.1% | -10.4% | +481.6% | +465.9% |
| All | +7,190.0% | -16.9% | +7,206.8% | +7,154.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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