+309.7%
SN vs AJG
+16.8%
+292.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.5% | -2.8% |
| 7D | -3.4% | -7.4% | +4.0% | -2.2% |
| 30D | -9.1% | -3.0% | -6.1% | -8.7% |
| 3M | +31.8% | +12.8% | +18.9% | +28.7% |
| 6M | +52.0% | +12.8% | +39.2% | +48.1% |
| YTD | +51.3% | -4.7% | +56.0% | +51.5% |
| 1Y | +46.9% | -17.2% | +64.1% | +52.0% |
| 3Y | +394.9% | +10.2% | +384.7% | +409.8% |
| All | +309.7% | +16.8% | +292.9% | +330.2% |
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