-26.4%
AJG vs BIYA
-99.8%
+73.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.2% |
| 7D | -8.3% | -1.8% | -6.5% | -8.3% |
| 30D | -5.7% | -17.5% | +11.8% | -5.6% |
| 3M | +9.1% | -78.0% | +87.1% | +9.0% |
| 6M | +15.2% | -89.5% | +104.7% | +15.4% |
| YTD | -6.3% | -94.3% | +88.0% | -6.0% |
| 1Y | -19.1% | -98.6% | +79.5% | -19.3% |
| All | -26.4% | -99.8% | +73.4% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling