+83.8%
SPYM vs AJG
+74.4%
+9.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +1.2% |
| 7D | -0.8% | -8.3% | +7.5% | +1.5% |
| 30D | -1.1% | -5.7% | +4.6% | +0.3% |
| 3M | +3.9% | +9.1% | -5.2% | +0.5% |
| 6M | +13.6% | +15.2% | -1.6% | +7.6% |
| YTD | +12.7% | -6.3% | +19.0% | +14.1% |
| 1Y | +17.6% | -19.1% | +36.7% | +25.8% |
| 3Y | +77.2% | +8.2% | +69.0% | +59.3% |
| All | +83.8% | +74.4% | +9.4% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling