+722.5%
SW vs AJG
+1,685.2%
-962.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.3% | -0.5% |
| 7D | +2.3% | +2.0% | +0.3% | +1.9% |
| 30D | +6.8% | +24.0% | -17.2% | +2.4% |
| 3M | -5.2% | +12.2% | -17.4% | -7.4% |
| 6M | +7.4% | +43.9% | -36.4% | -0.4% |
| YTD | +17.4% | +9.8% | +7.6% | +14.6% |
| 1Y | +27.1% | +16.2% | +10.9% | +22.5% |
| 3Y | +47.9% | +19.3% | +28.6% | +41.0% |
| 5Y | -2.6% | +85.0% | -87.6% | -15.5% |
| 10Y | +182.7% | +593.1% | -410.4% | +97.8% |
| All | +722.5% | +1,685.2% | -962.7% | +439.3% |
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