-11.5%
AJG vs FLR
+31.2%
-42.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.8% |
| 7D | -1.8% | +5.4% | -7.2% | -1.2% |
| 30D | +4.6% | +11.4% | -6.7% | +6.3% |
| 3M | +24.9% | +11.4% | +13.5% | +27.1% |
| 6M | +17.2% | +16.6% | +0.6% | +19.2% |
| YTD | +2.2% | +41.7% | -39.6% | +4.1% |
| 1Y | -11.5% | +35.4% | -46.9% | -9.2% |
| All | -11.5% | +31.2% | -42.7% | -9.2% |
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