+4,893.3%
SNPS vs AJG
+10,958.2%
-6,064.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +1.3% |
| 7D | -5.5% | -7.4% | +1.9% | -3.0% |
| 30D | -4.5% | -3.0% | -1.5% | -3.8% |
| 3M | -15.5% | +12.8% | -28.3% | -19.7% |
| 6M | -10.1% | +12.8% | -22.9% | -14.9% |
| YTD | -16.3% | -4.7% | -11.5% | -16.5% |
| 1Y | -34.9% | -17.2% | -17.7% | -31.9% |
| 3Y | -14.4% | +10.2% | -24.5% | -20.4% |
| 5Y | +17.9% | +76.9% | -59.0% | -7.0% |
| 10Y | +574.2% | +480.5% | +93.7% | +264.0% |
| All | +4,893.3% | +10,958.2% | -6,064.9% | +1,007.0% |
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