+11,223.7%
AJG vs M
+383.6%
+10,840.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.4% | -3.7% |
| 7D | -3.8% | +2.4% | -6.1% | -4.1% |
| 30D | +1.6% | -11.6% | +13.2% | +3.1% |
| 3M | +18.6% | +1.6% | +17.0% | +18.0% |
| 6M | +10.9% | +25.2% | -14.3% | +7.2% |
| YTD | -2.0% | +3.8% | -5.7% | -3.1% |
| 1Y | -14.9% | +36.3% | -51.3% | -19.1% |
| 3Y | +13.4% | +116.3% | -102.9% | -2.0% |
| 5Y | +83.2% | +28.2% | +55.1% | +62.5% |
| 10Y | +484.3% | -3.4% | +487.7% | +378.3% |
| All | +11,223.7% | +383.6% | +10,840.2% | +6,790.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling