+1,438.8%
AJG vs UUUU
-92.5%
+1,531.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.3% | +5.9% | -0.2% |
| 7D | -8.5% | -5.0% | -3.5% | -8.3% |
| 30D | -3.8% | -7.8% | +4.0% | -3.6% |
| 3M | +10.8% | -0.4% | +11.3% | +10.5% |
| 6M | +15.6% | -32.9% | +48.5% | +16.6% |
| YTD | -5.1% | -6.3% | +1.1% | -6.1% |
| 1Y | -16.0% | +7.9% | -24.0% | -17.8% |
| 3Y | +9.7% | +85.2% | -75.4% | +3.3% |
| 5Y | +77.8% | +97.0% | -19.1% | +64.1% |
| 10Y | +478.2% | +492.6% | -14.4% | +388.6% |
| All | +1,438.8% | -92.5% | +1,531.2% | +1,175.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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