+3.3%
SNOW vs AJG
+74.4%
-71.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.5% |
| 7D | -2.4% | -8.3% | +5.8% | +2.3% |
| 30D | -1.0% | -5.7% | +4.7% | +2.0% |
| 3M | +36.9% | +9.1% | +27.8% | +28.1% |
| 6M | +83.4% | +15.2% | +68.1% | +66.3% |
| YTD | +50.0% | -6.3% | +56.3% | +52.0% |
| 1Y | +46.5% | -19.1% | +65.6% | +62.4% |
| 3Y | +93.3% | +8.2% | +85.1% | +57.8% |
| All | +3.3% | +74.4% | -71.1% | -51.8% |
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