+278.9%
ADP vs AJG
+473.1%
-194.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.8% |
| 7D | -2.8% | -8.3% | +5.5% | +2.6% |
| 30D | +0.2% | -5.7% | +5.9% | +3.8% |
| 3M | +20.5% | +9.1% | +11.4% | +13.8% |
| 6M | +28.8% | +15.2% | +13.6% | +17.2% |
| YTD | +6.6% | -6.3% | +12.9% | +9.6% |
| 1Y | -6.9% | -19.1% | +12.2% | +4.6% |
| 3Y | +16.1% | +8.2% | +7.9% | +4.2% |
| 5Y | +49.3% | +75.6% | -26.3% | -6.6% |
| All | +278.9% | +473.1% | -194.2% | +18.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling