+4,477.6%
SMCI vs AJG
+1,374.7%
+3,103.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.2% | +8.5% | +7.9% |
| 7D | +1.3% | -8.3% | +9.6% | +5.4% |
| 30D | +6.6% | -5.7% | +12.3% | +9.0% |
| 3M | +25.4% | +9.1% | +16.3% | +16.5% |
| 6M | +26.1% | +15.2% | +10.9% | +10.8% |
| YTD | +37.0% | -6.3% | +43.3% | +34.2% |
| 1Y | -8.8% | -19.1% | +10.4% | -4.0% |
| 3Y | +44.6% | +8.2% | +36.4% | +20.0% |
| 5Y | +995.9% | +75.6% | +920.3% | +550.5% |
| 10Y | +1,801.4% | +471.1% | +1,330.3% | +428.0% |
| All | +4,477.6% | +1,374.7% | +3,103.0% | +639.6% |
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