+522.5%
AJG vs QSR
+205.8%
+316.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | -8.3% | -4.0% | -4.3% | -7.0% |
| 30D | -5.7% | +2.8% | -8.4% | -6.5% |
| 3M | +9.1% | +5.1% | +4.0% | +7.3% |
| 6M | +15.2% | +8.8% | +6.4% | +11.9% |
| YTD | -6.3% | +14.8% | -21.1% | -10.7% |
| 1Y | -19.1% | +25.7% | -44.8% | -25.4% |
| 3Y | +8.2% | +27.5% | -19.3% | -2.2% |
| 5Y | +75.6% | +41.3% | +34.4% | +51.7% |
| 10Y | +471.1% | +133.8% | +337.3% | +301.9% |
| All | +522.5% | +205.8% | +316.7% | +313.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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