+289.1%
SN vs AJG
+14.9%
+274.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | -7.3% | -8.3% | +1.0% | -5.9% |
| 30D | -13.6% | -5.7% | -7.9% | -12.8% |
| 3M | +18.6% | +9.1% | +9.5% | +16.5% |
| 6M | +46.0% | +15.2% | +30.8% | +41.9% |
| YTD | +43.7% | -6.3% | +50.0% | +44.3% |
| 1Y | +39.2% | -19.1% | +58.3% | +44.8% |
| 3Y | +306.5% | +8.2% | +298.2% | +319.6% |
| All | +289.1% | +14.9% | +274.2% | +309.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling