+75.2%
AJG vs FDS
-29.0%
+104.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.8% |
| 7D | -8.3% | -14.0% | +5.7% | -3.3% |
| 30D | -5.7% | -6.2% | +0.5% | -3.7% |
| 3M | +9.1% | +10.2% | -1.1% | +4.9% |
| 6M | +15.2% | +27.4% | -12.2% | +4.4% |
| YTD | -6.3% | -9.3% | +3.0% | -4.6% |
| 1Y | -19.1% | -28.6% | +9.5% | -10.0% |
| 3Y | +8.2% | -36.8% | +45.0% | +24.5% |
| All | +75.2% | -29.0% | +104.2% | +103.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling