+8.2%
AJG vs FDS
-37.4%
+45.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | -8.3% | -14.0% | +5.7% | -4.1% |
| 30D | -5.7% | -6.2% | +0.5% | -4.0% |
| 3M | +9.1% | +10.2% | -1.1% | +5.8% |
| 6M | +15.2% | +27.4% | -12.2% | +7.0% |
| YTD | -6.3% | -9.3% | +3.0% | -5.5% |
| 1Y | -19.1% | -28.6% | +9.5% | -12.8% |
| 3Y | +8.2% | -36.8% | +45.0% | +19.1% |
| All | +8.2% | -37.4% | +45.6% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 3y: compounded portfolio wealth divided by compounded FDS 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…
3y analysis · Full analysis span regression · 6 months rolling