-11.5%
AJG vs TAP
-14.5%
+3.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -1.8% | -2.3% | +0.5% | -1.5% |
| 30D | +4.6% | -2.1% | +6.8% | +4.9% |
| 3M | +24.9% | +6.6% | +18.3% | +24.8% |
| 6M | +17.2% | -11.5% | +28.7% | +17.2% |
| YTD | +2.2% | -10.3% | +12.4% | +0.7% |
| 1Y | -11.5% | -14.4% | +2.9% | -13.5% |
| All | -11.5% | -14.5% | +3.0% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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