-32.4%
ACHR vs AJG
-12.9%
-19.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -1.0% |
| 7D | -0.7% | -1.8% | +1.1% | -0.9% |
| 30D | +9.8% | +4.6% | +5.2% | +10.3% |
| 3M | -10.5% | +24.9% | -35.4% | -10.1% |
| 6M | -15.5% | +17.2% | -32.7% | -13.5% |
| YTD | -24.1% | +2.2% | -26.2% | -19.6% |
| 1Y | -32.4% | -11.5% | -20.9% | -20.0% |
| All | -32.4% | -12.9% | -19.5% | -20.0% |
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