+6,252.5%
AJG vs IRM
+9,823.4%
-3,570.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.1% | -2.7% |
| 7D | -7.4% | +3.0% | -10.4% | -7.9% |
| 30D | -3.0% | -5.2% | +2.2% | -2.1% |
| 3M | +12.8% | -8.0% | +20.9% | +14.2% |
| 6M | +12.8% | +9.2% | +3.7% | +9.7% |
| YTD | -4.7% | +41.0% | -45.7% | -12.6% |
| 1Y | -17.2% | +23.3% | -40.5% | -22.1% |
| 3Y | +10.2% | +102.8% | -92.7% | -8.2% |
| 5Y | +76.9% | +192.8% | -115.9% | +35.1% |
| 10Y | +480.5% | +439.6% | +40.9% | +280.4% |
| All | +6,252.5% | +9,823.4% | -3,570.9% | +2,924.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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