+75.2%
AJG vs URA
+91.2%
-16.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.0% | -1.1% |
| 7D | -8.3% | -5.5% | -2.8% | -8.0% |
| 30D | -5.7% | -3.7% | -2.0% | -5.6% |
| 3M | +9.1% | -2.9% | +12.0% | +9.1% |
| 6M | +15.2% | -15.2% | +30.5% | +15.9% |
| YTD | -6.3% | +1.9% | -8.2% | -8.0% |
| 1Y | -19.1% | +6.9% | -26.1% | -21.6% |
| 3Y | +8.2% | +99.6% | -91.4% | -6.5% |
| All | +75.2% | +91.2% | -16.0% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 5y: compounded portfolio wealth divided by compounded URA 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…
5y analysis · Full analysis span regression · 6 months rolling