+75.2%
AJG vs BAH
+2.5%
+72.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -8.3% | +4.3% | -12.5% | -9.0% |
| 30D | -5.7% | -2.5% | -3.2% | -5.3% |
| 3M | +9.1% | -0.9% | +10.0% | +8.8% |
| 6M | +15.2% | +1.5% | +13.8% | +14.2% |
| YTD | -6.3% | -8.0% | +1.7% | -6.0% |
| 1Y | -19.1% | -24.7% | +5.6% | -16.4% |
| 3Y | +8.2% | -28.4% | +36.6% | +6.1% |
| All | +75.2% | +2.5% | +72.7% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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