+252.8%
SPOT vs AJG
+301.5%
-48.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.3% |
| 7D | -3.1% | -8.3% | +5.2% | +0.7% |
| 30D | +7.4% | -5.7% | +13.1% | +10.2% |
| 3M | +8.2% | +9.1% | -0.9% | +3.9% |
| 6M | +2.2% | +15.2% | -13.0% | -4.4% |
| YTD | -9.5% | -6.3% | -3.2% | -7.8% |
| 1Y | -23.8% | -19.1% | -4.7% | -17.5% |
| 3Y | +233.5% | +8.2% | +225.2% | +213.5% |
| 5Y | +112.2% | +75.6% | +36.6% | +60.8% |
| All | +252.8% | +301.5% | -48.6% | +85.1% |
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