+12,063.0%
AJG vs TRMB
+3,275.2%
+8,787.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.7% | -1.4% |
| 7D | -8.3% | -3.0% | -5.2% | -8.0% |
| 30D | -5.7% | +2.3% | -8.0% | -5.9% |
| 3M | +9.1% | +15.3% | -6.2% | +7.4% |
| 6M | +15.2% | -14.7% | +29.9% | +17.0% |
| YTD | -6.3% | -26.4% | +20.1% | -3.4% |
| 1Y | -19.1% | -30.4% | +11.3% | -16.3% |
| 3Y | +8.2% | +13.5% | -5.3% | +5.5% |
| 5Y | +75.6% | -38.6% | +114.2% | +81.1% |
| 10Y | +471.1% | +121.8% | +349.4% | +416.1% |
| All | +12,063.0% | +3,275.2% | +8,787.8% | +8,615.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling