+8,148.3%
AJG vs BWA
+3,394.0%
+4,754.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -8.5% | -0.1% | -8.5% | -8.5% |
| 30D | -3.8% | -5.5% | +1.7% | -2.8% |
| 3M | +10.8% | -7.6% | +18.4% | +11.9% |
| 6M | +15.6% | +25.0% | -9.4% | +8.9% |
| YTD | -5.1% | +47.0% | -52.1% | -14.6% |
| 1Y | -16.0% | +54.0% | -70.0% | -25.3% |
| 3Y | +9.7% | +70.7% | -60.9% | -6.7% |
| 5Y | +77.8% | +86.7% | -8.9% | +45.4% |
| 10Y | +478.2% | +154.0% | +324.3% | +320.7% |
| All | +8,148.3% | +3,394.0% | +4,754.3% | +3,539.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling