+15.9%
AJG vs FLR
+2.5%
+13.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.3% |
| 7D | +10.7% | +1.4% | +9.4% | +11.0% |
| 30D | +26.9% | -5.9% | +32.8% | +26.3% |
| 3M | +16.6% | -7.6% | +24.2% | +16.2% |
| 6M | +40.1% | -9.3% | +49.4% | +39.9% |
| YTD | +12.4% | +20.1% | -7.7% | +11.1% |
| 1Y | +15.9% | +3.0% | +12.9% | +14.9% |
| All | +15.9% | +2.5% | +13.4% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling