+19,418.1%
SHW vs AJG
+11,290.2%
+8,127.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -4.5% | -8.5% | +4.1% | -1.8% |
| 30D | -12.7% | -3.8% | -8.9% | -11.7% |
| 3M | +4.7% | +10.8% | -6.1% | +1.0% |
| 6M | -3.4% | +15.6% | -19.0% | -8.4% |
| YTD | -1.3% | -5.1% | +3.8% | -0.8% |
| 1Y | -10.4% | -16.0% | +5.7% | -6.6% |
| 3Y | +20.1% | +9.7% | +10.3% | +13.7% |
| 5Y | +10.5% | +77.8% | -67.3% | -10.4% |
| 10Y | +280.3% | +478.2% | -198.0% | +119.7% |
| All | +19,418.1% | +11,290.2% | +8,127.9% | +6,331.7% |
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