-20.5%
AJG vs WOLF
+44.0%
-64.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -1.1% |
| 7D | -8.3% | -8.6% | +0.3% | -8.7% |
| 30D | -5.7% | -18.3% | +12.6% | -6.4% |
| 3M | +9.1% | -43.1% | +52.2% | +8.0% |
| 6M | +15.2% | +42.4% | -27.2% | +15.5% |
| YTD | -6.3% | +48.9% | -55.2% | -5.9% |
| All | -20.5% | +44.0% | -64.5% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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