+24.9%
SMH vs AJG
+16.2%
+8.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -0.1% | -11.1% | -11.3% |
| 7D | -20.3% | +7.4% | -27.7% | -16.4% |
| 30D | -29.2% | +25.3% | -54.6% | -18.4% |
| 3M | -21.4% | +15.1% | -36.5% | -13.2% |
| 6M | -14.3% | +40.8% | -55.2% | +5.1% |
| YTD | +24.3% | +12.3% | +12.0% | +43.6% |
| 1Y | +24.9% | +17.5% | +7.4% | +47.8% |
| All | +24.9% | +16.2% | +8.7% | +47.8% |
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