-12.9%
AJG vs Q
+79.8%
-92.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -0.8% |
| 7D | -8.3% | +4.9% | -13.2% | -7.5% |
| 30D | -5.7% | -11.0% | +5.3% | -7.3% |
| 3M | +9.1% | -15.2% | +24.3% | +6.9% |
| 6M | +15.2% | +8.8% | +6.4% | +14.9% |
| YTD | -6.3% | +55.1% | -61.4% | -3.7% |
| All | -12.9% | +79.8% | -92.6% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 3y: compounded portfolio wealth divided by compounded Q 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…
3y analysis · Full analysis span regression · 6 months rolling