+8.2%
AJG vs BN
+70.0%
-61.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.3% |
| 7D | -8.3% | -5.2% | -3.1% | -7.6% |
| 30D | -5.7% | -14.5% | +8.8% | -3.8% |
| 3M | +9.1% | -15.0% | +24.1% | +11.3% |
| 6M | +15.2% | -5.4% | +20.6% | +15.8% |
| YTD | -6.3% | -16.4% | +10.1% | -4.5% |
| 1Y | -19.1% | -16.2% | -2.9% | -17.7% |
| 3Y | +8.2% | +67.5% | -59.3% | +1.8% |
| All | +8.2% | +70.0% | -61.7% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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