+8.2%
AJG vs M
+112.2%
-104.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.7% | -8.9% | -1.5% |
| 7D | -8.3% | -4.2% | -4.1% | -8.2% |
| 30D | -5.7% | -7.2% | +1.5% | -5.5% |
| 3M | +9.1% | -11.1% | +20.2% | +9.4% |
| 6M | +15.2% | +28.8% | -13.6% | +14.1% |
| YTD | -6.3% | +2.0% | -8.3% | -6.5% |
| 1Y | -19.1% | +31.3% | -50.4% | -19.8% |
| 3Y | +8.2% | +119.1% | -110.9% | +6.0% |
| All | +8.2% | +112.2% | -104.0% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling