+459.5%
AJG vs BWA
+156.8%
+302.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.5% |
| 7D | -8.3% | -1.3% | -7.0% | -8.1% |
| 30D | -5.7% | -2.9% | -2.7% | -5.3% |
| 3M | +9.1% | -10.7% | +19.8% | +10.8% |
| 6M | +15.2% | +26.5% | -11.2% | +8.8% |
| YTD | -6.3% | +49.1% | -55.4% | -15.6% |
| 1Y | -19.1% | +52.1% | -71.2% | -27.6% |
| 3Y | +8.2% | +72.6% | -64.3% | -7.8% |
| 5Y | +75.6% | +89.4% | -13.8% | +42.0% |
| All | +459.5% | +156.8% | +302.7% | +288.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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