+10.0%
AJG vs ABCL
+103.9%
-93.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.6% | -2.9% |
| 7D | -7.4% | -2.7% | -4.7% | -7.4% |
| 30D | -3.0% | +18.3% | -21.3% | -2.8% |
| 3M | +12.8% | +108.5% | -95.6% | +13.7% |
| 6M | +12.8% | +213.9% | -201.1% | +14.1% |
| YTD | -4.7% | +223.1% | -227.8% | -3.6% |
| 1Y | -17.2% | +160.6% | -177.8% | -16.5% |
| All | +10.0% | +103.9% | -93.9% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 3y: compounded portfolio wealth divided by compounded ABCL 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…
3y analysis · Full analysis span regression · 6 months rolling