-19.1%
AJG vs M
+34.0%
-53.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.7% | -8.9% | -1.5% |
| 7D | -8.3% | -4.2% | -4.1% | -8.1% |
| 30D | -5.7% | -7.2% | +1.5% | -5.4% |
| 3M | +9.1% | -11.1% | +20.2% | +9.5% |
| 6M | +15.2% | +28.8% | -13.6% | +13.1% |
| YTD | -6.3% | +2.0% | -8.3% | -6.4% |
| 1Y | -19.1% | +31.3% | -50.4% | -18.7% |
| All | -19.1% | +34.0% | -53.1% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling