+4,439.5%
SYY vs AJG
+11,150.2%
-6,710.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.4% |
| 7D | +3.9% | -8.3% | +12.2% | +6.4% |
| 30D | -1.7% | -5.7% | +3.9% | -0.3% |
| 3M | +5.2% | +9.1% | -3.9% | +2.3% |
| 6M | -0.2% | +15.2% | -15.4% | -4.9% |
| YTD | +15.4% | -6.3% | +21.7% | +15.9% |
| 1Y | +5.6% | -19.1% | +24.7% | +10.4% |
| 3Y | +28.9% | +8.2% | +20.6% | +23.1% |
| 5Y | +24.1% | +75.6% | -51.6% | +3.1% |
| 10Y | +116.2% | +471.1% | -354.9% | +37.1% |
| All | +4,439.5% | +11,150.2% | -6,710.7% | +1,683.9% |
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 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