+1,332.8%
AJG vs BNS
+1,486.6%
-153.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.5% |
| 7D | -8.3% | -0.4% | -7.9% | -8.1% |
| 30D | -5.7% | +3.5% | -9.1% | -7.0% |
| 3M | +9.1% | +14.1% | -5.0% | +3.4% |
| 6M | +15.2% | +33.8% | -18.6% | +2.7% |
| YTD | -6.3% | +29.5% | -35.7% | -15.7% |
| 1Y | -19.1% | +48.4% | -67.5% | -30.9% |
| 3Y | +8.2% | +129.6% | -121.4% | -22.6% |
| 5Y | +75.6% | +96.1% | -20.4% | +32.3% |
| 10Y | +471.1% | +186.2% | +284.9% | +265.8% |
| All | +1,332.8% | +1,486.6% | -153.9% | +281.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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