-22.1%
SNAP vs AJG
-17.2%
-4.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.2% |
| 7D | +3.8% | -8.3% | +12.1% | +5.8% |
| 30D | +9.2% | -5.7% | +14.9% | +10.7% |
| 3M | +6.6% | +9.1% | -2.5% | +5.2% |
| 6M | +16.9% | +15.2% | +1.7% | +14.2% |
| YTD | -29.6% | -6.3% | -23.3% | -31.4% |
| 1Y | -22.1% | -19.1% | -3.0% | -22.1% |
| All | -22.1% | -17.2% | -4.9% | -22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling