+11,220.1%
AJG vs BN
+14,569.6%
-3,349.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -0.9% | -2.4% |
| 7D | -7.4% | -3.0% | -4.4% | -6.7% |
| 30D | -3.0% | -13.0% | +10.0% | +0.2% |
| 3M | +12.8% | -15.2% | +28.1% | +17.1% |
| 6M | +12.8% | -5.9% | +18.8% | +14.0% |
| YTD | -4.7% | -15.8% | +11.0% | -1.6% |
| 1Y | -17.2% | -12.2% | -5.0% | -15.6% |
| 3Y | +10.2% | +72.2% | -62.0% | -6.4% |
| 5Y | +76.9% | +33.2% | +43.7% | +57.7% |
| 10Y | +480.5% | +264.7% | +215.9% | +309.9% |
| All | +11,220.1% | +14,569.6% | -3,349.6% | +4,480.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling