+226.8%
SOXX vs AJG
+8.2%
+218.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +1.5% |
| 7D | +1.4% | -8.3% | +9.7% | -1.0% |
| 30D | -3.6% | -5.7% | +2.1% | -5.0% |
| 3M | -10.2% | +9.1% | -19.2% | -8.3% |
| 6M | +54.2% | +15.2% | +39.0% | +59.0% |
| YTD | +75.2% | -6.3% | +81.5% | +79.8% |
| 1Y | +107.5% | -19.1% | +126.6% | +115.5% |
| 3Y | +226.8% | +8.2% | +218.5% | +219.2% |
| All | +226.8% | +8.2% | +218.6% | +219.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling