-18.7%
SAP vs AJG
-17.2%
-1.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | -4.1% | -8.3% | +4.2% | -1.5% |
| 30D | +1.1% | -5.7% | +6.8% | +2.8% |
| 3M | +26.1% | +9.1% | +17.0% | +24.2% |
| 6M | +9.8% | +15.2% | -5.4% | +6.7% |
| YTD | -13.6% | -6.3% | -7.3% | -15.9% |
| 1Y | -18.7% | -19.1% | +0.4% | -17.7% |
| All | -18.7% | -17.2% | -1.5% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling