+75.2%
AJG vs SMTC
+122.8%
-47.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.1% | -6.3% | -1.3% |
| 7D | -8.3% | +13.1% | -21.4% | -8.3% |
| 30D | -5.7% | +19.5% | -25.1% | -5.8% |
| 3M | +9.1% | +2.2% | +6.8% | +9.3% |
| 6M | +15.2% | +94.9% | -79.7% | +12.1% |
| YTD | -6.3% | +127.0% | -133.2% | -9.5% |
| 1Y | -19.1% | +174.6% | -193.7% | -22.9% |
| 3Y | +8.2% | +615.9% | -607.7% | -9.2% |
| All | +75.2% | +122.8% | -47.6% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 5y: compounded portfolio wealth divided by compounded SMTC 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…
5y analysis · Full analysis span regression · 6 months rolling