+8.2%
AJG vs BB
+64.9%
-56.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -3.0% | -1.2% |
| 7D | -8.3% | -0.4% | -7.9% | -8.3% |
| 30D | -5.7% | -12.5% | +6.9% | -5.7% |
| 3M | +9.1% | -17.4% | +26.5% | +8.9% |
| 6M | +15.2% | +119.1% | -103.9% | +12.4% |
| YTD | -6.3% | +102.4% | -108.7% | -8.5% |
| 1Y | -19.1% | +98.2% | -117.3% | -21.2% |
| 3Y | +8.2% | +46.9% | -38.7% | +1.7% |
| All | +8.2% | +64.9% | -56.7% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 3y: compounded portfolio wealth divided by compounded BB 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…
3y analysis · Full analysis span regression · 6 months rolling