+46.2%
SLB vs AJG
+19.3%
+26.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.6% | -0.9% |
| 7D | -4.1% | +10.7% | -14.8% | -3.7% |
| 30D | +2.5% | +26.9% | -24.4% | +3.1% |
| 3M | +2.0% | +16.6% | -14.6% | +2.4% |
| 6M | -6.3% | +40.1% | -46.5% | -6.4% |
| YTD | +36.5% | +12.4% | +24.1% | +42.8% |
| 1Y | +46.2% | +15.9% | +30.3% | +52.8% |
| All | +46.2% | +19.3% | +26.9% | +52.8% |
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