-19.1%
AJG vs TRMB
-28.6%
+9.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.7% | -1.6% |
| 7D | -8.3% | -3.0% | -5.2% | -7.6% |
| 30D | -5.7% | +2.3% | -8.0% | -6.1% |
| 3M | +9.1% | +15.3% | -6.2% | +6.1% |
| 6M | +15.2% | -14.7% | +29.9% | +16.4% |
| YTD | -6.3% | -26.4% | +20.1% | -4.7% |
| 1Y | -19.1% | -30.4% | +11.3% | -17.0% |
| All | -19.1% | -28.6% | +9.5% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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