+75.2%
AJG vs AR
+135.2%
-60.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.1% |
| 7D | -8.3% | -2.5% | -5.8% | -8.1% |
| 30D | -5.7% | +2.5% | -8.2% | -5.9% |
| 3M | +9.1% | +12.3% | -3.2% | +8.0% |
| 6M | +15.2% | -3.1% | +18.3% | +15.2% |
| YTD | -6.3% | +11.5% | -17.8% | -7.4% |
| 1Y | -19.1% | +17.0% | -36.1% | -20.6% |
| 3Y | +8.2% | +47.3% | -39.1% | +3.0% |
| All | +75.2% | +135.2% | -60.0% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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