-5.3%
SYK vs AJG
+16.2%
-21.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | +7.5% | +7.4% | +0.1% | +4.9% |
| 30D | +20.4% | +25.3% | -4.9% | +11.9% |
| 3M | -0.3% | +15.1% | -15.3% | -4.7% |
| 6M | +14.2% | +40.8% | -26.7% | +6.1% |
| YTD | -3.8% | +12.3% | -16.2% | -8.5% |
| 1Y | -5.3% | +17.5% | -22.8% | -10.4% |
| All | -5.3% | +16.2% | -21.5% | -10.4% |
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