+1,152.9%
AJG vs BAH
+878.1%
+274.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | -7.4% | -1.3% | -6.1% | -7.1% |
| 30D | -3.0% | -6.6% | +3.6% | -1.4% |
| 3M | +12.8% | -7.2% | +20.0% | +14.4% |
| 6M | +12.8% | -10.0% | +22.8% | +14.9% |
| YTD | -4.7% | -12.5% | +7.7% | -2.9% |
| 1Y | -17.2% | -27.9% | +10.7% | -11.9% |
| 3Y | +10.2% | -31.4% | +41.6% | +13.8% |
| 5Y | +76.9% | -3.2% | +80.2% | +63.5% |
| 10Y | +480.5% | +191.5% | +289.1% | +307.7% |
| All | +1,152.9% | +878.1% | +274.8% | +539.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling