+1,164.2%
AJG vs URA
-29.0%
+1,193.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.1% | -7.1% | -4.5% |
| 7D | -3.8% | +8.1% | -11.9% | -5.0% |
| 30D | +1.6% | +5.8% | -4.2% | +0.5% |
| 3M | +18.6% | +3.4% | +15.2% | +17.2% |
| 6M | +10.9% | -2.6% | +13.5% | +9.6% |
| YTD | -2.0% | +11.2% | -13.1% | -6.3% |
| 1Y | -14.9% | +19.8% | -34.8% | -20.8% |
| 3Y | +13.4% | +121.5% | -108.0% | -10.1% |
| 5Y | +83.2% | +134.5% | -51.2% | +37.4% |
| 10Y | +484.3% | +376.7% | +107.6% | +243.7% |
| All | +1,164.2% | -29.0% | +1,193.1% | +913.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling