+8.2%
AJG vs BIDU
-34.3%
+42.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.2% |
| 7D | -8.3% | -8.1% | -0.2% | -8.5% |
| 30D | -5.7% | -12.8% | +7.1% | -6.0% |
| 3M | +9.1% | -21.3% | +30.4% | +8.4% |
| 6M | +15.2% | -27.0% | +42.2% | +14.2% |
| YTD | -6.3% | -30.0% | +23.8% | -7.3% |
| 1Y | -19.1% | -18.3% | -0.9% | -20.3% |
| 3Y | +8.2% | -33.8% | +42.1% | +8.0% |
| All | +8.2% | -34.3% | +42.6% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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