+75.2%
AJG vs MDY
+46.3%
+28.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.6% |
| 7D | -8.3% | -1.9% | -6.4% | -7.5% |
| 30D | -5.7% | -4.6% | -1.0% | -3.7% |
| 3M | +9.1% | -1.2% | +10.3% | +9.4% |
| 6M | +15.2% | +9.2% | +6.0% | +9.8% |
| YTD | -6.3% | +13.1% | -19.3% | -12.4% |
| 1Y | -19.1% | +13.0% | -32.1% | -24.4% |
| 3Y | +8.2% | +49.2% | -41.0% | -15.2% |
| All | +75.2% | +46.3% | +28.9% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 5y: compounded portfolio wealth divided by compounded MDY 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…
5y analysis · Full analysis span regression · 6 months rolling