+19.8%
SNPS vs AJG
+74.4%
-54.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | +0.9% | -8.3% | +9.2% | +3.9% |
| 30D | -3.6% | -5.7% | +2.1% | -2.0% |
| 3M | -12.9% | +9.1% | -22.0% | -17.0% |
| 6M | -8.2% | +15.2% | -23.4% | -14.9% |
| YTD | -15.4% | -6.3% | -9.1% | -14.6% |
| 1Y | -9.3% | -19.1% | +9.8% | -1.4% |
| 3Y | -14.0% | +8.2% | -22.2% | -26.4% |
| All | +19.8% | +74.4% | -54.5% | -35.4% |
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 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