+653.4%
AJG vs AR
-27.2%
+680.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -1.8% | +2.5% | -4.3% | -2.0% |
| 30D | +4.6% | +14.8% | -10.2% | +3.6% |
| 3M | +24.9% | +6.2% | +18.7% | +24.3% |
| 6M | +17.2% | +4.3% | +12.9% | +16.6% |
| YTD | +2.2% | +14.4% | -12.2% | +0.9% |
| 1Y | -11.5% | +21.3% | -32.9% | -13.1% |
| 3Y | +16.7% | +39.8% | -23.1% | +12.1% |
| 5Y | +89.6% | +142.1% | -52.5% | +72.5% |
| 10Y | +512.4% | +52.0% | +460.4% | +412.6% |
| All | +653.4% | -27.2% | +680.7% | +552.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling