+36,968.5%
ADI vs AJG
+11,290.2%
+25,678.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +1.3% | -8.5% | +9.8% | +4.7% |
| 30D | -6.0% | -3.8% | -2.2% | -4.9% |
| 3M | -7.7% | +10.8% | -18.5% | -12.6% |
| 6M | +14.0% | +15.6% | -1.6% | +5.3% |
| YTD | +34.4% | -5.1% | +39.5% | +33.1% |
| 1Y | +48.0% | -16.0% | +64.0% | +52.9% |
| 3Y | +113.3% | +9.7% | +103.6% | +94.0% |
| 5Y | +131.1% | +77.8% | +53.3% | +72.4% |
| 10Y | +628.7% | +478.2% | +150.5% | +249.2% |
| All | +36,968.5% | +11,290.2% | +25,678.4% | +6,978.4% |
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 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