-7.9%
SHW vs AJG
-12.9%
+5.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.6% |
| 7D | -3.2% | -1.8% | -1.4% | -3.0% |
| 30D | -9.5% | +4.6% | -14.2% | -10.1% |
| 3M | +11.5% | +24.9% | -13.5% | +9.0% |
| 6M | -3.5% | +17.2% | -20.7% | -5.4% |
| YTD | +3.7% | +2.2% | +1.6% | +3.9% |
| 1Y | -7.9% | -11.5% | +3.6% | -5.7% |
| All | -7.9% | -12.9% | +5.0% | -5.7% |
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