+15.9%
AJG vs QS
-71.4%
+87.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.5% | -2.1% | +6.0% |
| 7D | +10.7% | +4.5% | +6.3% | +11.1% |
| 30D | +26.9% | -4.1% | +31.0% | +26.2% |
| 3M | +16.6% | -22.1% | +38.7% | +13.8% |
| 6M | +40.1% | -38.4% | +78.5% | +34.9% |
| YTD | +12.4% | -57.5% | +69.9% | +6.3% |
| 1Y | +15.9% | -71.3% | +87.2% | +9.1% |
| All | +15.9% | -71.4% | +87.3% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling