+459.5%
AJG vs BUD
-22.3%
+481.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.4% |
| 7D | -8.3% | -2.6% | -5.6% | -7.6% |
| 30D | -5.7% | -1.2% | -4.5% | -5.3% |
| 3M | +9.1% | -4.9% | +14.0% | +10.5% |
| 6M | +15.2% | +9.3% | +5.9% | +11.7% |
| YTD | -6.3% | +24.0% | -30.3% | -12.7% |
| 1Y | -19.1% | +34.5% | -53.7% | -26.5% |
| 3Y | +8.2% | +43.7% | -35.4% | -5.1% |
| 5Y | +75.6% | +46.0% | +29.6% | +50.5% |
| All | +459.5% | -22.3% | +481.8% | +400.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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