+132.5%
AJG vs ABCL
-81.3%
+213.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.5% |
| 7D | -1.8% | +0.7% | -2.5% | -1.8% |
| 30D | +4.6% | +93.1% | -88.4% | +3.8% |
| 3M | +24.9% | +79.4% | -54.5% | +23.9% |
| 6M | +17.2% | +214.9% | -197.7% | +15.3% |
| YTD | +2.2% | +234.2% | -232.1% | +0.3% |
| 1Y | -11.5% | +174.8% | -186.3% | -13.1% |
| 3Y | +16.7% | +104.5% | -87.8% | +14.9% |
| 5Y | +89.6% | -39.0% | +128.6% | +86.9% |
| All | +132.5% | -81.3% | +213.7% | +130.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling