-0.2%
SYY vs AJG
-12.9%
+12.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.2% |
| 7D | -2.3% | -1.8% | -0.5% | -2.2% |
| 30D | -4.9% | +4.6% | -9.6% | -5.1% |
| 3M | +8.4% | +24.9% | -16.5% | +8.6% |
| 6M | -7.4% | +17.2% | -24.5% | -6.4% |
| YTD | +11.0% | +2.2% | +8.8% | +13.7% |
| 1Y | -0.2% | -11.5% | +11.3% | +8.1% |
| All | -0.2% | -12.9% | +12.7% | +8.1% |
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 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