+1.5%
SMR vs AJG
+62.0%
-60.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.6% |
| 7D | +4.7% | -8.5% | +13.2% | +4.5% |
| 30D | +3.2% | -3.8% | +7.0% | +3.0% |
| 3M | +9.9% | +10.8% | -0.9% | +8.2% |
| 6M | -15.1% | +15.6% | -30.7% | -16.9% |
| YTD | -27.9% | -5.1% | -22.8% | -27.5% |
| 1Y | -70.2% | -16.0% | -54.2% | -69.4% |
| 3Y | +72.5% | +9.7% | +62.7% | +75.3% |
| All | +1.5% | +62.0% | -60.5% | -4.0% |
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