+603.9%
AJG vs ALM
+7,261.5%
-6,657.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.6% | +9.2% | -0.4% |
| 7D | -8.5% | -7.1% | -1.4% | -8.5% |
| 30D | -3.8% | +24.7% | -28.4% | -3.8% |
| 3M | +10.8% | +8.3% | +2.5% | +10.8% |
| 6M | +15.6% | -22.2% | +37.8% | +15.6% |
| YTD | -5.1% | +88.1% | -93.2% | -5.2% |
| 1Y | -16.0% | +272.4% | -288.4% | -16.2% |
| 3Y | +9.7% | +2,004.1% | -1,994.4% | +9.2% |
| 5Y | +77.8% | +915.8% | -838.0% | +77.0% |
| 10Y | +478.2% | +2,776.7% | -2,298.5% | +474.9% |
| All | +603.9% | +7,261.5% | -6,657.6% | +596.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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