+818.7%
SPYM vs AJG
+1,366.6%
-547.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.1% |
| 7D | -1.0% | -8.3% | +7.2% | +2.4% |
| 30D | -1.3% | -5.7% | +4.3% | +0.8% |
| 3M | +3.6% | +9.1% | -5.5% | -1.1% |
| 6M | +13.3% | +15.2% | -1.9% | +5.1% |
| YTD | +12.4% | -6.3% | +18.7% | +13.0% |
| 1Y | +17.3% | -19.1% | +36.4% | +25.0% |
| 3Y | +76.8% | +8.2% | +68.5% | +61.6% |
| 5Y | +83.6% | +75.6% | +8.0% | +33.2% |
| 10Y | +322.7% | +471.1% | -148.4% | +85.1% |
| All | +818.7% | +1,366.6% | -547.9% | +174.0% |
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