-87.1%
SNDQ vs AJG
+31.3%
-118.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +44.4% | -0.1% | +44.5% | +44.7% |
| 7D | +116.9% | +7.4% | +109.4% | +73.0% |
| 30D | +205.2% | +25.3% | +179.9% | +40.7% |
| 3M | +45.4% | +15.1% | +30.4% | -12.3% |
| 6M | -66.2% | +40.8% | -107.1% | -84.5% |
| All | -87.1% | +31.3% | -118.3% | -93.4% |
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 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