+504.9%
AJG vs FTV
+87.0%
+418.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.6% | -2.3% |
| 7D | -7.4% | -1.3% | -6.1% | -6.9% |
| 30D | -3.0% | -9.5% | +6.5% | +1.1% |
| 3M | +12.8% | -10.9% | +23.8% | +17.9% |
| 6M | +12.8% | -0.6% | +13.5% | +12.4% |
| YTD | -4.7% | +1.4% | -6.2% | -6.5% |
| 1Y | -17.2% | +17.6% | -34.8% | -23.9% |
| 3Y | +10.2% | -3.3% | +13.4% | +7.3% |
| 5Y | +76.9% | -0.1% | +77.1% | +66.6% |
| 10Y | +480.5% | +82.5% | +398.0% | +303.1% |
| All | +504.9% | +87.0% | +418.0% | +320.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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