+25.4%
SMCI vs AJG
+8.6%
+16.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.2% | +8.5% | +5.8% |
| 7D | +1.3% | -8.3% | +9.6% | -8.9% |
| 30D | +6.6% | -5.7% | +12.3% | -0.1% |
| 3M | +25.4% | +9.1% | +16.3% | +46.7% |
| All | +25.4% | +8.6% | +16.8% | +46.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling