-19.1%
AJG vs TAP
-17.5%
-1.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.4% |
| 7D | -8.3% | -3.9% | -4.4% | -7.7% |
| 30D | -5.7% | -5.3% | -0.4% | -4.9% |
| 3M | +9.1% | -3.8% | +12.9% | +9.6% |
| 6M | +15.2% | -11.4% | +26.6% | +15.8% |
| YTD | -6.3% | -13.7% | +7.4% | -7.1% |
| 1Y | -19.1% | -17.2% | -1.9% | -20.8% |
| All | -19.1% | -17.5% | -1.6% | -20.8% |
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