+1,582.5%
AJG vs BIDU
+1,272.6%
+310.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | -8.5% | -5.2% | -3.3% | -8.0% |
| 30D | -3.8% | -14.5% | +10.7% | -2.4% |
| 3M | +10.8% | -22.9% | +33.7% | +13.3% |
| 6M | +15.6% | -27.8% | +43.4% | +18.4% |
| YTD | -5.1% | -30.7% | +25.5% | -2.8% |
| 1Y | -16.0% | -15.8% | -0.2% | -16.2% |
| 3Y | +9.7% | -33.2% | +43.0% | +10.3% |
| 5Y | +77.8% | -44.8% | +122.6% | +76.0% |
| 10Y | +478.2% | -50.3% | +528.5% | +452.6% |
| All | +1,582.5% | +1,272.6% | +310.0% | +1,083.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling