+2.2%
SW vs AJG
-12.9%
+15.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.4% |
| 7D | -5.1% | -1.8% | -3.3% | -4.9% |
| 30D | -4.6% | +4.6% | -9.2% | -5.0% |
| 3M | +9.4% | +24.9% | -15.5% | +7.6% |
| 6M | +3.5% | +17.2% | -13.7% | +2.9% |
| YTD | +22.0% | +2.2% | +19.9% | +26.4% |
| 1Y | +2.2% | -11.5% | +13.7% | +7.8% |
| All | +2.2% | -12.9% | +15.1% | +7.8% |
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