+459.5%
AJG vs BTG
+159.3%
+300.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -8.3% | -3.8% | -4.5% | -8.1% |
| 30D | -5.7% | +3.6% | -9.3% | -5.8% |
| 3M | +9.1% | +32.0% | -22.9% | +7.8% |
| 6M | +15.2% | +3.4% | +11.9% | +14.8% |
| YTD | -6.3% | +20.8% | -27.1% | -7.7% |
| 1Y | -19.1% | +22.4% | -41.5% | -20.6% |
| 3Y | +8.2% | +91.7% | -83.5% | +2.7% |
| 5Y | +75.6% | +79.0% | -3.4% | +66.4% |
| All | +459.5% | +159.3% | +300.2% | +434.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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