+2,138.8%
SAP vs AJG
+6,639.1%
-4,500.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | -4.1% | -8.3% | +4.2% | -0.9% |
| 30D | +1.1% | -5.7% | +6.8% | +3.2% |
| 3M | +26.1% | +9.1% | +17.0% | +22.0% |
| 6M | +9.8% | +15.2% | -5.4% | +3.8% |
| YTD | -13.6% | -6.3% | -7.3% | -12.3% |
| 1Y | -18.7% | -19.1% | +0.4% | -13.1% |
| 3Y | +54.1% | +8.2% | +45.9% | +45.3% |
| 5Y | +54.7% | +75.6% | -20.9% | +20.3% |
| 10Y | +175.3% | +471.1% | -295.8% | +38.2% |
| All | +2,138.8% | +6,639.1% | -4,500.2% | +391.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling