+1,391.4%
AJG vs BR
+1,278.7%
+112.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -8.3% | -3.0% | -5.3% | -7.1% |
| 30D | -5.7% | -0.3% | -5.4% | -5.5% |
| 3M | +9.1% | +17.3% | -8.2% | +2.3% |
| 6M | +15.2% | -6.7% | +21.9% | +18.0% |
| YTD | -6.3% | -23.4% | +17.2% | +3.3% |
| 1Y | -19.1% | -32.7% | +13.6% | -6.3% |
| 3Y | +8.2% | -5.9% | +14.1% | +9.4% |
| 5Y | +75.6% | +8.4% | +67.2% | +66.2% |
| 10Y | +471.1% | +189.2% | +281.9% | +279.1% |
| All | +1,391.4% | +1,278.7% | +112.7% | +525.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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