+3,754.5%
AJG vs A
+434.5%
+3,320.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.4% | -2.6% |
| 7D | -7.4% | -4.4% | -3.0% | -6.7% |
| 30D | -3.0% | -2.7% | -0.3% | -2.6% |
| 3M | +12.8% | +7.0% | +5.8% | +11.4% |
| 6M | +12.8% | +24.6% | -11.8% | +8.3% |
| YTD | -4.7% | +7.0% | -11.8% | -6.4% |
| 1Y | -17.2% | +15.6% | -32.8% | -19.8% |
| 3Y | +10.2% | +29.9% | -19.7% | +3.2% |
| 5Y | +76.9% | -15.4% | +92.3% | +76.4% |
| 10Y | +480.5% | +248.9% | +231.7% | +369.3% |
| All | +3,754.5% | +434.5% | +3,320.0% | +2,469.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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