+4,622.5%
AJG vs BB
+251.4%
+4,371.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.2% |
| 7D | -8.5% | -2.1% | -6.4% | -8.4% |
| 30D | -3.8% | -16.0% | +12.3% | -2.9% |
| 3M | +10.8% | -14.5% | +25.3% | +11.2% |
| 6M | +15.6% | +118.6% | -102.9% | +9.1% |
| YTD | -5.1% | +98.9% | -104.1% | -10.0% |
| 1Y | -16.0% | +99.5% | -115.5% | -20.6% |
| 3Y | +9.7% | +65.4% | -55.6% | +2.8% |
| 5Y | +77.8% | -27.6% | +105.5% | +72.5% |
| 10Y | +478.2% | -0.4% | +478.6% | +415.3% |
| All | +4,622.5% | +251.4% | +4,371.1% | +3,753.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling