+1,669.0%
AJG vs BUD
+192.2%
+1,476.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -2.2% |
| 7D | -7.4% | -1.3% | -6.1% | -7.0% |
| 30D | -3.0% | -6.1% | +3.2% | -1.1% |
| 3M | +12.8% | -3.8% | +16.6% | +14.0% |
| 6M | +12.8% | +8.2% | +4.7% | +9.5% |
| YTD | -4.7% | +23.6% | -28.3% | -11.5% |
| 1Y | -17.2% | +33.4% | -50.6% | -25.0% |
| 3Y | +10.2% | +45.3% | -35.1% | -4.4% |
| 5Y | +76.9% | +44.3% | +32.7% | +51.1% |
| 10Y | +480.5% | -22.8% | +503.3% | +463.7% |
| All | +1,669.0% | +192.2% | +1,476.8% | +1,009.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling