+11,175.1%
AJG vs MTB
+8,265.4%
+2,909.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -8.5% | -0.4% | -8.1% | -8.4% |
| 30D | -3.8% | -4.6% | +0.8% | -2.5% |
| 3M | +10.8% | +7.4% | +3.4% | +8.4% |
| 6M | +15.6% | +18.7% | -3.1% | +9.7% |
| YTD | -5.1% | +21.1% | -26.2% | -10.7% |
| 1Y | -16.0% | +24.1% | -40.1% | -21.6% |
| 3Y | +9.7% | +115.3% | -105.6% | -15.3% |
| 5Y | +77.8% | +106.0% | -28.2% | +34.9% |
| 10Y | +478.2% | +171.6% | +306.6% | +277.7% |
| All | +11,175.1% | +8,265.4% | +2,909.7% | +3,159.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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