+75.2%
AJG vs FFIV
+101.9%
-26.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.5% | -1.9% |
| 7D | -8.3% | +5.4% | -13.7% | -9.3% |
| 30D | -5.7% | -2.7% | -3.0% | -5.3% |
| 3M | +9.1% | +4.5% | +4.5% | +7.4% |
| 6M | +15.2% | +42.2% | -27.0% | +5.0% |
| YTD | -6.3% | +61.3% | -67.6% | -17.6% |
| 1Y | -19.1% | +23.0% | -42.2% | -23.9% |
| 3Y | +8.2% | +156.3% | -148.0% | -19.1% |
| All | +75.2% | +101.9% | -26.7% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling