+282.9%
SMH vs AJG
+8.2%
+274.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.2% |
| 7D | +0.3% | -8.3% | +8.5% | -1.7% |
| 30D | -2.8% | -5.7% | +2.9% | -4.0% |
| 3M | -6.7% | +9.1% | -15.8% | -5.2% |
| 6M | +41.8% | +15.2% | +26.6% | +45.2% |
| YTD | +57.9% | -6.3% | +64.2% | +61.1% |
| 1Y | +87.6% | -19.1% | +106.8% | +93.5% |
| 3Y | +282.9% | +8.2% | +274.7% | +269.3% |
| All | +282.9% | +8.2% | +274.8% | +269.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling