+15.9%
AJG vs APD
+36.4%
-20.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.9% | +3.6% | +5.3% |
| 7D | +10.7% | +3.8% | +6.9% | +10.4% |
| 30D | +26.9% | +14.1% | +12.8% | +25.8% |
| 3M | +16.6% | +8.2% | +8.4% | +16.1% |
| 6M | +40.1% | +7.5% | +32.6% | +39.4% |
| YTD | +12.4% | +31.7% | -19.2% | +10.3% |
| 1Y | +15.9% | +35.1% | -19.2% | +13.7% |
| All | +15.9% | +36.4% | -20.4% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling