+566.9%
SPMO vs AJG
+583.1%
-16.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +1.0% |
| 7D | -0.9% | -8.3% | +7.3% | +2.2% |
| 30D | -1.9% | -5.7% | +3.8% | -0.1% |
| 3M | -1.4% | +9.1% | -10.4% | -6.3% |
| 6M | +25.5% | +15.2% | +10.3% | +15.4% |
| YTD | +24.8% | -6.3% | +31.1% | +25.0% |
| 1Y | +24.5% | -19.1% | +43.6% | +32.9% |
| 3Y | +157.1% | +8.2% | +148.9% | +130.1% |
| 5Y | +149.5% | +75.6% | +73.9% | +69.1% |
| 10Y | +518.1% | +471.1% | +46.9% | +174.5% |
| All | +566.9% | +583.1% | -16.2% | +189.1% |
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