+45.4%
SMR vs AJG
+8.2%
+37.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -1.2% | -14.4% | -15.8% |
| 7D | -11.2% | -8.3% | -3.0% | -12.0% |
| 30D | -10.2% | -5.7% | -4.5% | -10.9% |
| 3M | -10.0% | +9.1% | -19.1% | -11.2% |
| 6M | -30.5% | +15.2% | -45.7% | -31.7% |
| YTD | -39.2% | -6.3% | -32.9% | -38.5% |
| 1Y | -75.5% | -19.1% | -56.4% | -74.3% |
| 3Y | +45.4% | +8.2% | +37.2% | +40.5% |
| All | +45.4% | +8.2% | +37.3% | +40.5% |
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