-0.3%
SPOT vs AJG
+19.3%
-19.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.5% | -0.9% | +1.9% |
| 7D | +16.6% | +10.7% | +5.8% | +11.0% |
| 30D | +29.9% | +26.9% | +3.0% | +17.0% |
| 3M | +31.3% | +16.6% | +14.7% | +22.5% |
| 6M | +43.2% | +40.1% | +3.1% | +25.6% |
| YTD | +8.1% | +12.4% | -4.4% | -2.1% |
| 1Y | -0.3% | +15.9% | -16.2% | -9.7% |
| All | -0.3% | +19.3% | -19.6% | -9.7% |
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