+11,220.1%
AJG vs FHN
+1,796.6%
+9,423.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | -7.4% | 0.0% | -7.4% | -7.4% |
| 30D | -3.0% | -2.6% | -0.4% | -2.5% |
| 3M | +12.8% | 0.0% | +12.8% | +12.8% |
| 6M | +12.8% | +9.2% | +3.6% | +10.6% |
| YTD | -4.7% | +4.3% | -9.1% | -5.9% |
| 1Y | -17.2% | +10.8% | -28.0% | -19.4% |
| 3Y | +10.2% | +130.7% | -120.5% | -10.0% |
| 5Y | +76.9% | +87.4% | -10.4% | +44.0% |
| 10Y | +480.5% | +126.9% | +353.7% | +324.7% |
| All | +11,220.1% | +1,796.6% | +9,423.4% | +5,304.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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