Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • AJG vs SM✓SelectedUSD · SMAJG vs SM performance historyLatest closeAs of-2.85%09/09
Stock and ETF performance explorer

AJG vs SM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+9,441.0%
SM return
+1,680.5%
Excess return
+7,760.5%
Maximum drawdown
-49.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioSMExcessAlpha
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