+30.6%
AJG vs BAM
+71.9%
-41.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.6% | -3.6% |
| 7D | -3.8% | -1.6% | -2.2% | -3.6% |
| 30D | +1.6% | -6.0% | +7.6% | +2.4% |
| 3M | +18.6% | +7.3% | +11.3% | +17.4% |
| 6M | +10.9% | +8.2% | +2.7% | +9.6% |
| YTD | -2.0% | -3.8% | +1.9% | -1.8% |
| 1Y | -14.9% | -10.7% | -4.2% | -14.1% |
| 3Y | +13.4% | +55.3% | -41.9% | +5.5% |
| All | +30.6% | +71.9% | -41.2% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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