+3,615.5%
AJG vs TDY
+7,056.0%
-3,440.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.5% | -1.5% |
| 7D | -8.3% | -1.1% | -7.1% | -8.1% |
| 30D | -5.7% | -12.0% | +6.4% | -3.2% |
| 3M | +9.1% | -3.2% | +12.3% | +9.5% |
| 6M | +15.2% | -7.9% | +23.1% | +16.5% |
| YTD | -6.3% | +18.2% | -24.5% | -10.3% |
| 1Y | -19.1% | +6.7% | -25.8% | -21.0% |
| 3Y | +8.2% | +47.5% | -39.3% | -1.7% |
| 5Y | +75.6% | +39.5% | +36.1% | +60.9% |
| 10Y | +471.1% | +477.2% | -6.1% | +304.8% |
| All | +3,615.5% | +7,056.0% | -3,440.6% | +2,002.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling