+12.8%
AJG vs FFIV
+43.7%
-30.9%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.9% | -6.7% | -2.5% |
| 7D | -7.4% | +3.5% | -10.8% | -7.1% |
| 30D | -3.0% | -1.3% | -1.7% | -2.7% |
| 3M | +12.8% | +2.4% | +10.5% | +12.3% |
| 6M | +12.8% | +41.8% | -29.0% | +7.2% |
| All | +12.8% | +43.7% | -30.9% | +7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling