+8.2%
AJG vs TRMB
+12.4%
-4.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.7% | -1.5% |
| 7D | -8.3% | -3.0% | -5.2% | -7.8% |
| 30D | -5.7% | +2.3% | -8.0% | -6.0% |
| 3M | +9.1% | +15.3% | -6.2% | +6.9% |
| 6M | +15.2% | -14.7% | +29.9% | +17.1% |
| YTD | -6.3% | -26.4% | +20.1% | -3.4% |
| 1Y | -19.1% | -30.4% | +11.3% | -16.2% |
| 3Y | +8.2% | +13.5% | -5.3% | +10.1% |
| All | +8.2% | +12.4% | -4.2% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling