+10,328.9%
ADP vs AJG
+11,335.6%
-1,006.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.8% | 0.0% |
| 7D | -5.7% | -7.4% | +1.7% | -3.0% |
| 30D | -3.1% | -3.0% | -0.1% | -2.1% |
| 3M | +15.6% | +12.8% | +2.8% | +10.7% |
| 6M | +20.8% | +12.8% | +8.0% | +15.6% |
| YTD | +4.7% | -4.7% | +9.5% | +6.1% |
| 1Y | -8.3% | -17.2% | +8.9% | -2.7% |
| 3Y | +13.6% | +10.2% | +3.4% | +8.2% |
| 5Y | +45.0% | +76.9% | -31.9% | +17.3% |
| 10Y | +279.0% | +480.5% | -201.5% | +115.2% |
| All | +10,328.9% | +11,335.6% | -1,006.7% | +2,768.8% |
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