+11,175.1%
AJG vs SMTC
+67,795.5%
-56,620.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.2% |
| 7D | -8.5% | +17.5% | -26.0% | -9.4% |
| 30D | -3.8% | +21.3% | -25.1% | -5.1% |
| 3M | +10.8% | +3.1% | +7.7% | +9.5% |
| 6M | +15.6% | +81.7% | -66.1% | +9.7% |
| YTD | -5.1% | +115.9% | -121.1% | -11.1% |
| 1Y | -16.0% | +157.8% | -173.9% | -22.5% |
| 3Y | +9.7% | +557.3% | -547.5% | -8.4% |
| 5Y | +77.8% | +114.7% | -36.8% | +57.9% |
| 10Y | +478.2% | +509.5% | -31.2% | +374.7% |
| All | +11,175.1% | +67,795.5% | -56,620.3% | +8,329.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling