-16.0%
AJG vs MULL
+2,366.2%
-2,382.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.3% | +9.0% | -0.8% |
| 7D | -8.5% | +3.6% | -12.1% | -8.3% |
| 30D | -3.8% | +22.0% | -25.8% | -2.8% |
| 3M | +10.8% | -8.6% | +19.5% | +12.1% |
| 6M | +15.6% | +248.5% | -232.9% | +19.5% |
| YTD | -5.1% | +516.3% | -521.4% | -1.9% |
| 1Y | -16.0% | +2,036.6% | -2,052.7% | -14.9% |
| All | -16.0% | +2,366.2% | -2,382.1% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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