+1,954.9%
ADM vs AJG
+11,335.6%
-9,380.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.3% | +3.2% |
| 7D | +1.4% | -7.4% | +8.8% | +3.3% |
| 30D | +8.2% | -3.0% | +11.2% | +8.9% |
| 3M | +8.7% | +12.8% | -4.1% | +4.8% |
| 6M | +29.1% | +12.8% | +16.2% | +23.9% |
| YTD | +53.7% | -4.7% | +58.4% | +53.5% |
| 1Y | +43.2% | -17.2% | +60.4% | +48.4% |
| 3Y | +21.4% | +10.2% | +11.2% | +15.2% |
| 5Y | +67.1% | +76.9% | -9.8% | +38.7% |
| 10Y | +176.6% | +480.5% | -303.9% | +71.6% |
| All | +1,954.9% | +11,335.6% | -9,380.6% | +752.2% |
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