+1,817.6%
SMH vs AJG
+473.1%
+1,344.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +2.0% |
| 7D | +0.3% | -8.3% | +8.5% | +3.6% |
| 30D | -2.8% | -5.7% | +2.9% | -0.9% |
| 3M | -6.7% | +9.1% | -15.8% | -12.3% |
| 6M | +41.8% | +15.2% | +26.6% | +28.3% |
| YTD | +57.9% | -6.3% | +64.2% | +57.0% |
| 1Y | +87.6% | -19.1% | +106.8% | +100.6% |
| 3Y | +282.9% | +8.2% | +274.7% | +223.0% |
| 5Y | +330.4% | +75.6% | +254.8% | +156.4% |
| All | +1,817.6% | +473.1% | +1,344.5% | +490.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling