+394.0%
AJG vs FND
+54.9%
+339.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | -8.5% | -5.1% | -3.4% | -7.7% |
| 30D | -3.8% | -22.5% | +18.8% | +0.1% |
| 3M | +10.8% | -5.0% | +15.8% | +11.1% |
| 6M | +15.6% | -21.5% | +37.1% | +18.9% |
| YTD | -5.1% | -23.0% | +17.9% | -2.6% |
| 1Y | -16.0% | -44.9% | +28.9% | -9.1% |
| 3Y | +9.7% | -50.0% | +59.7% | +16.2% |
| 5Y | +77.8% | -63.3% | +141.2% | +92.2% |
| All | +394.0% | +54.9% | +339.1% | +303.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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