+951.0%
SLB vs AJG
+11,671.2%
-10,720.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +0.6% |
| 7D | +0.4% | -3.8% | +4.2% | +1.7% |
| 30D | +13.6% | +1.6% | +12.0% | +12.8% |
| 3M | +1.5% | +18.6% | -17.1% | -4.8% |
| 6M | +23.0% | +10.9% | +12.1% | +17.3% |
| YTD | +51.2% | -2.0% | +53.2% | +49.8% |
| 1Y | +63.5% | -14.9% | +78.4% | +69.3% |
| 3Y | +2.5% | +13.4% | -10.9% | -5.3% |
| 5Y | +139.2% | +83.2% | +56.0% | +84.7% |
| 10Y | -4.8% | +484.3% | -489.0% | -48.0% |
| All | +951.0% | +11,671.2% | -10,720.3% | +235.8% |
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 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