+138.3%
ADI vs AJG
+74.4%
+63.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +5.1% |
| 7D | +4.6% | -8.3% | +12.8% | +6.3% |
| 30D | -1.2% | -5.7% | +4.5% | -0.2% |
| 3M | -7.8% | +9.1% | -16.9% | -10.8% |
| 6M | +19.3% | +15.2% | +4.1% | +12.9% |
| YTD | +40.9% | -6.3% | +47.2% | +43.0% |
| 1Y | +54.5% | -19.1% | +73.6% | +66.3% |
| 3Y | +123.4% | +8.2% | +115.2% | +97.2% |
| All | +138.3% | +74.4% | +63.9% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling