+9.6%
AJG vs ALLY
+64.5%
-54.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -8.5% | -3.3% | -5.3% | -8.3% |
| 30D | -3.8% | -4.1% | +0.3% | -3.4% |
| 3M | +10.8% | +1.4% | +9.4% | +10.5% |
| 6M | +15.6% | +14.4% | +1.2% | +14.0% |
| YTD | -5.1% | -4.9% | -0.2% | -5.0% |
| 1Y | -16.0% | +5.5% | -21.6% | -16.7% |
| All | +9.6% | +64.5% | -54.9% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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