+28.7%
SPMO vs AJG
-12.9%
+41.6%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.1% |
| 7D | +2.0% | -1.8% | +3.8% | +1.5% |
| 30D | -0.4% | +4.6% | -5.0% | +1.1% |
| 3M | -1.9% | +24.9% | -26.8% | +3.6% |
| 6M | +25.0% | +17.2% | +7.8% | +31.8% |
| YTD | +26.0% | +2.2% | +23.9% | +31.4% |
| 1Y | +28.7% | -11.5% | +40.2% | +33.4% |
| All | +28.7% | -12.9% | +41.6% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling