+9.6%
AJG vs FFIV
+147.5%
-137.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | -8.5% | +1.6% | -10.1% | -8.7% |
| 30D | -3.8% | -3.7% | 0.0% | -3.4% |
| 3M | +10.8% | +2.0% | +8.8% | +10.1% |
| 6M | +15.6% | +39.3% | -23.6% | +9.3% |
| YTD | -5.1% | +56.1% | -61.2% | -12.4% |
| 1Y | -16.0% | +22.0% | -38.0% | -19.2% |
| All | +9.6% | +147.5% | -137.9% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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