+75.2%
AJG vs ARWR
+29.9%
+45.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -8.3% | -4.0% | -4.2% | -8.1% |
| 30D | -5.7% | -5.0% | -0.6% | -5.4% |
| 3M | +9.1% | +11.3% | -2.3% | +8.2% |
| 6M | +15.2% | +42.6% | -27.4% | +12.1% |
| YTD | -6.3% | +24.8% | -31.1% | -8.2% |
| 1Y | -19.1% | +178.8% | -197.9% | -25.3% |
| 3Y | +8.2% | +183.3% | -175.1% | -4.0% |
| All | +75.2% | +29.9% | +45.3% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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