+12.8%
AJG vs BIYA
-75.3%
+88.1%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.4% | -2.8% |
| 7D | -7.4% | +2.7% | -10.1% | -7.4% |
| 30D | -3.0% | -16.7% | +13.7% | -2.6% |
| 3M | +12.8% | -74.6% | +87.5% | +13.8% |
| All | +12.8% | -75.3% | +88.1% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 3mo: compounded portfolio wealth divided by compounded BIYA 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…
3mo analysis · Full analysis span regression · Available span rolling