+9,441.0%
AJG vs SM
+1,680.5%
+7,760.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.4% | -2.9% |
| 7D | -7.4% | -0.2% | -7.2% | -7.4% |
| 30D | -3.0% | +20.3% | -23.3% | -4.3% |
| 3M | +12.8% | +22.9% | -10.1% | +10.9% |
| 6M | +12.8% | +47.8% | -35.0% | +9.2% |
| YTD | -4.7% | +107.5% | -112.2% | -10.1% |
| 1Y | -17.2% | +51.7% | -68.9% | -20.3% |
| 3Y | +10.2% | -0.9% | +11.0% | +7.5% |
| 5Y | +76.9% | +112.2% | -35.3% | +60.1% |
| 10Y | +480.5% | +20.3% | +460.2% | +362.1% |
| All | +9,441.0% | +1,680.5% | +7,760.5% | +5,692.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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