+11,036.6%
AJG vs TAP
+789.2%
+10,247.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.4% |
| 7D | -8.3% | -3.9% | -4.4% | -7.8% |
| 30D | -5.7% | -5.3% | -0.4% | -5.0% |
| 3M | +9.1% | -3.8% | +12.9% | +9.6% |
| 6M | +15.2% | -11.4% | +26.6% | +16.9% |
| YTD | -6.3% | -13.7% | +7.4% | -4.7% |
| 1Y | -19.1% | -17.2% | -1.9% | -17.4% |
| 3Y | +8.2% | -33.1% | +41.3% | +13.1% |
| 5Y | +75.6% | +0.8% | +74.9% | +72.5% |
| 10Y | +471.1% | -49.8% | +520.9% | +494.0% |
| All | +11,036.6% | +789.2% | +10,247.4% | +9,417.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling