+6,833.4%
AJG vs MDY
+2,611.4%
+4,222.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.7% |
| 7D | -8.3% | -1.9% | -6.4% | -7.3% |
| 30D | -5.7% | -4.6% | -1.0% | -3.2% |
| 3M | +9.1% | -1.2% | +10.3% | +9.5% |
| 6M | +15.2% | +9.2% | +6.0% | +8.8% |
| YTD | -6.3% | +13.1% | -19.3% | -13.4% |
| 1Y | -19.1% | +13.0% | -32.1% | -25.4% |
| 3Y | +8.2% | +49.2% | -41.0% | -16.5% |
| 5Y | +75.6% | +47.2% | +28.4% | +35.5% |
| 10Y | +471.1% | +176.0% | +295.2% | +204.6% |
| All | +6,833.4% | +2,611.4% | +4,222.0% | +1,262.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling