+459.5%
AJG vs BRKR
+155.3%
+304.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -8.3% | -8.7% | +0.4% | -6.9% |
| 30D | -5.7% | -9.9% | +4.2% | -4.1% |
| 3M | +9.1% | -3.1% | +12.2% | +8.2% |
| 6M | +15.2% | +45.5% | -30.3% | +4.3% |
| YTD | -6.3% | +13.7% | -20.0% | -11.3% |
| 1Y | -19.1% | +67.4% | -86.5% | -30.1% |
| 3Y | +8.2% | -13.2% | +21.4% | +3.0% |
| 5Y | +75.6% | -39.5% | +115.1% | +81.0% |
| All | +459.5% | +155.3% | +304.2% | +284.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 10y: compounded portfolio wealth divided by compounded BRKR 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…
10y analysis · Full analysis span regression · 6 months rolling