+755.0%
SW vs AJG
+1,560.9%
-805.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.5% |
| 7D | -5.1% | -1.8% | -3.3% | -4.8% |
| 30D | -4.6% | +4.6% | -9.2% | -5.5% |
| 3M | +9.4% | +24.9% | -15.5% | +4.5% |
| 6M | +3.5% | +17.2% | -13.7% | -0.1% |
| YTD | +22.0% | +2.2% | +19.9% | +20.9% |
| 1Y | +2.2% | -11.5% | +13.7% | +4.1% |
| 3Y | +19.6% | +16.7% | +2.9% | +14.6% |
| 5Y | -2.3% | +89.6% | -92.0% | -15.6% |
| 10Y | +181.4% | +512.4% | -331.0% | +101.0% |
| All | +755.0% | +1,560.9% | -805.9% | +469.1% |
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