+1,601.1%
AJG vs FLR
+571.1%
+1,030.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.1% |
| 7D | -8.5% | -6.9% | -1.6% | -7.7% |
| 30D | -3.8% | +1.1% | -4.9% | -4.0% |
| 3M | +10.8% | +14.3% | -3.5% | +8.2% |
| 6M | +15.6% | +19.1% | -3.5% | +11.6% |
| YTD | -5.1% | +35.1% | -40.3% | -10.1% |
| 1Y | -16.0% | +29.5% | -45.5% | -20.3% |
| 3Y | +9.7% | +53.0% | -43.3% | -1.1% |
| 5Y | +77.8% | +238.9% | -161.1% | +41.1% |
| 10Y | +478.2% | +17.4% | +460.8% | +384.0% |
| All | +1,601.1% | +571.1% | +1,030.0% | +956.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling