+3,961.5%
AJG vs TKO
+1,400.2%
+2,561.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -8.3% | +2.3% | -10.6% | -8.6% |
| 30D | -5.7% | -2.5% | -3.2% | -5.4% |
| 3M | +9.1% | -10.6% | +19.7% | +10.4% |
| 6M | +15.2% | -5.1% | +20.3% | +15.6% |
| YTD | -6.3% | -8.2% | +1.9% | -5.7% |
| 1Y | -19.1% | -4.4% | -14.7% | -19.1% |
| 3Y | +8.2% | +100.4% | -92.1% | -2.0% |
| 5Y | +75.6% | +294.3% | -218.7% | +45.5% |
| 10Y | +471.1% | +983.2% | -512.0% | +305.4% |
| All | +3,961.5% | +1,400.2% | +2,561.3% | +2,205.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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