-25.5%
AJG vs BIYA
-99.8%
+74.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.4% |
| 7D | -8.5% | -1.3% | -7.2% | -8.5% |
| 30D | -3.8% | -15.9% | +12.2% | -3.7% |
| 3M | +10.8% | -81.2% | +92.1% | +10.7% |
| 6M | +15.6% | -88.2% | +103.8% | +15.8% |
| YTD | -5.1% | -94.1% | +89.0% | -4.8% |
| 1Y | -16.0% | -98.7% | +82.6% | -16.2% |
| All | -25.5% | -99.8% | +74.3% | -25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling