+67.2%
AJG vs FRSH
-72.5%
+139.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -8.3% | -6.6% | -1.7% | -7.6% |
| 30D | -5.7% | +2.1% | -7.8% | -5.9% |
| 3M | +9.1% | +29.0% | -19.9% | +6.2% |
| 6M | +15.2% | +48.6% | -33.4% | +10.6% |
| YTD | -6.3% | -2.9% | -3.4% | -7.1% |
| 1Y | -19.1% | -7.9% | -11.2% | -19.6% |
| 3Y | +8.2% | -46.5% | +54.7% | +10.8% |
| All | +67.2% | -72.5% | +139.7% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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