+75.2%
AJG vs APD
+22.2%
+53.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -1.0% |
| 7D | -8.3% | -3.3% | -5.0% | -7.4% |
| 30D | -5.7% | -4.2% | -1.5% | -4.6% |
| 3M | +9.1% | +5.4% | +3.6% | +7.4% |
| 6M | +15.2% | +6.3% | +9.0% | +12.9% |
| YTD | -6.3% | +20.3% | -26.6% | -11.9% |
| 1Y | -19.1% | +1.6% | -20.7% | -20.1% |
| 3Y | +8.2% | +4.0% | +4.2% | +4.9% |
| All | +75.2% | +22.2% | +53.0% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling