+17.5%
AJG vs TDY
+16.1%
+1.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.3% | -1.2% |
| 7D | +7.4% | -12.7% | +20.1% | +5.1% |
| 30D | +25.3% | -4.9% | +30.2% | +24.1% |
| 3M | +15.1% | -13.5% | +28.5% | +12.3% |
| 6M | +40.8% | -6.4% | +47.2% | +39.1% |
| YTD | +12.3% | +15.9% | -3.5% | +5.2% |
| 1Y | +17.5% | +15.4% | +2.1% | +10.0% |
| All | +17.5% | +16.1% | +1.4% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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