-11.5%
SHW vs AJG
-17.2%
+5.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.1% | +2.0% |
| 7D | -3.1% | -8.3% | +5.2% | -2.0% |
| 30D | -10.0% | -5.7% | -4.4% | -9.3% |
| 3M | +2.3% | +9.1% | -6.8% | +1.7% |
| 6M | +0.7% | +15.2% | -14.5% | -0.2% |
| YTD | +0.5% | -6.3% | +6.8% | +1.6% |
| 1Y | -11.5% | -19.1% | +7.6% | -10.3% |
| All | -11.5% | -17.2% | +5.7% | -10.3% |
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