-29.8%
SYK vs AJG
-16.2%
-13.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -12.3% | -8.5% | -3.8% | -9.7% |
| 30D | -22.4% | -3.8% | -18.7% | -21.4% |
| 3M | -12.3% | +10.8% | -23.2% | -13.5% |
| 6M | -24.3% | +15.6% | -39.9% | -25.9% |
| YTD | -22.8% | -5.1% | -17.6% | -21.4% |
| All | -29.8% | -16.2% | -13.7% | -25.9% |
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