+459.5%
AJG vs MTCH
+208.0%
+251.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.4% |
| 7D | -8.3% | +1.3% | -9.5% | -8.4% |
| 30D | -5.7% | +15.9% | -21.6% | -7.3% |
| 3M | +9.1% | +23.3% | -14.2% | +6.2% |
| 6M | +15.2% | +40.1% | -24.9% | +10.3% |
| YTD | -6.3% | +33.6% | -39.9% | -9.9% |
| 1Y | -19.1% | +14.1% | -33.2% | -20.8% |
| 3Y | +8.2% | +1.4% | +6.8% | +5.6% |
| 5Y | +75.6% | -73.1% | +148.8% | +99.8% |
| All | +459.5% | +208.0% | +251.5% | +358.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 10y: compounded portfolio wealth divided by compounded MTCH 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…
10y analysis · Full analysis span regression · 6 months rolling