+424.3%
AG vs AJG
+1,408.7%
-984.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.7% |
| 7D | -5.8% | -8.5% | +2.7% | -3.4% |
| 30D | +6.4% | -3.8% | +10.1% | +7.5% |
| 3M | +28.4% | +10.8% | +17.5% | +23.5% |
| 6M | -24.5% | +15.6% | -40.1% | -28.9% |
| YTD | +21.2% | -5.1% | +26.3% | +20.9% |
| 1Y | +114.1% | -16.0% | +130.1% | +121.3% |
| 3Y | +268.0% | +9.7% | +258.3% | +239.0% |
| 5Y | +67.3% | +77.8% | -10.5% | +28.0% |
| 10Y | +66.1% | +478.2% | -412.1% | -18.9% |
| All | +424.3% | +1,408.7% | -984.4% | +77.0% |
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