+4,481.3%
AJG vs FFIV
+7,502.3%
-3,021.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -4.0% |
| 7D | -3.8% | -1.5% | -2.2% | -3.7% |
| 30D | +1.6% | -2.7% | +4.3% | +1.7% |
| 3M | +18.6% | -1.7% | +20.3% | +18.6% |
| 6M | +10.9% | +36.1% | -25.2% | +8.1% |
| YTD | -2.0% | +52.6% | -54.6% | -5.3% |
| 1Y | -14.9% | +21.5% | -36.5% | -16.5% |
| 3Y | +13.4% | +142.7% | -129.3% | +5.4% |
| 5Y | +83.2% | +92.6% | -9.3% | +72.6% |
| 10Y | +484.3% | +225.5% | +258.8% | +428.4% |
| All | +4,481.3% | +7,502.3% | -3,021.1% | +3,452.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling