+5,992.2%
SO vs AJG
+11,335.6%
-5,343.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.1% | -0.2% |
| 7D | 0.0% | -7.4% | +7.4% | +1.5% |
| 30D | -2.5% | -3.0% | +0.5% | -2.0% |
| 3M | -4.2% | +12.8% | -17.0% | -6.7% |
| 6M | -7.7% | +12.8% | -20.5% | -10.3% |
| YTD | +3.8% | -4.7% | +8.5% | +4.0% |
| 1Y | +0.1% | -17.2% | +17.3% | +3.0% |
| 3Y | +44.2% | +10.2% | +34.0% | +39.4% |
| 5Y | +57.9% | +76.9% | -19.1% | +38.1% |
| 10Y | +162.0% | +480.5% | -318.6% | +88.8% |
| All | +5,992.2% | +11,335.6% | -5,343.4% | +2,977.2% |
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