+7,243.4%
AJG vs FDS
+8,778.1%
-1,534.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.5% | -2.1% |
| 7D | -7.4% | -8.8% | +1.4% | -5.4% |
| 30D | -3.0% | -1.4% | -1.6% | -2.7% |
| 3M | +12.8% | +13.9% | -1.0% | +9.2% |
| 6M | +12.8% | +27.4% | -14.6% | +5.9% |
| YTD | -4.7% | -2.5% | -2.3% | -5.4% |
| 1Y | -17.2% | -23.8% | +6.6% | -13.4% |
| 3Y | +10.2% | -32.5% | +42.7% | +17.8% |
| 5Y | +76.9% | -23.2% | +100.1% | +83.2% |
| 10Y | +480.5% | +76.4% | +404.1% | +404.7% |
| All | +7,243.4% | +8,778.1% | -1,534.7% | +3,906.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling