+75.2%
AJG vs MTCH
-73.3%
+148.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.0% |
| 3M | +9.1% | +23.3% | -14.2% | +6.8% |
| 6M | +15.2% | +40.1% | -24.9% | +11.3% |
| YTD | -6.3% | +33.6% | -39.9% | -9.2% |
| 1Y | -19.1% | +14.1% | -33.2% | -20.5% |
| 3Y | +8.2% | +1.4% | +6.8% | +6.7% |
| All | +75.2% | -73.3% | +148.5% | +99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling