+311.0%
SN vs AJG
+9.5%
+301.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.9% |
| 7D | -7.2% | -8.5% | +1.3% | -5.8% |
| 30D | -13.4% | -3.8% | -9.6% | -12.9% |
| 3M | +26.8% | +10.8% | +16.0% | +24.0% |
| 6M | +44.6% | +15.6% | +29.0% | +40.2% |
| YTD | +45.3% | -5.1% | +50.4% | +45.7% |
| 1Y | +40.1% | -16.0% | +56.1% | +44.9% |
| All | +311.0% | +9.5% | +301.4% | +308.4% |
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