+15.6%
AJG vs FDS
+19.9%
-4.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.8% | +5.4% | +1.7% |
| 7D | -8.5% | -16.0% | +7.5% | -2.7% |
| 30D | -3.8% | -6.7% | +3.0% | -1.5% |
| 3M | +10.8% | +6.0% | +4.9% | +7.9% |
| 6M | +15.6% | +25.1% | -9.5% | +5.7% |
| All | +15.6% | +19.9% | -4.3% | +5.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling