-2.3%
SW vs AJG
+89.8%
-92.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.6% |
| 7D | -5.1% | -1.8% | -3.3% | -4.7% |
| 30D | -4.6% | +4.6% | -9.2% | -5.5% |
| 3M | +9.4% | +24.9% | -15.5% | +4.1% |
| 6M | +3.5% | +17.2% | -13.7% | -0.1% |
| YTD | +22.0% | +2.2% | +19.9% | +21.8% |
| 1Y | +2.2% | -11.5% | +13.7% | +5.6% |
| 3Y | +19.6% | +16.7% | +2.9% | +14.3% |
| All | -2.3% | +89.8% | -92.1% | -26.6% |
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