+1,482.2%
AJG vs BTG
+373.5%
+1,108.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -8.3% | -3.8% | -4.5% | -8.2% |
| 30D | -5.7% | +3.6% | -9.3% | -5.8% |
| 3M | +9.1% | +32.0% | -22.9% | +8.2% |
| 6M | +15.2% | +3.4% | +11.9% | +14.9% |
| YTD | -6.3% | +20.8% | -27.1% | -7.1% |
| 1Y | -19.1% | +22.4% | -41.5% | -20.0% |
| 3Y | +8.2% | +91.7% | -83.5% | +5.2% |
| 5Y | +75.6% | +79.0% | -3.4% | +70.5% |
| 10Y | +471.1% | +152.6% | +318.6% | +447.7% |
| All | +1,482.2% | +373.5% | +1,108.6% | +1,309.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling