-19.5%
AJG vs WOLF
+39.8%
-59.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.7% | +7.3% | -0.8% |
| 7D | -8.5% | -6.2% | -2.3% | -8.8% |
| 30D | -3.8% | -16.5% | +12.7% | -4.5% |
| 3M | +10.8% | -42.0% | +52.9% | +9.6% |
| 6M | +15.6% | +51.8% | -36.2% | +15.9% |
| YTD | -5.1% | +44.6% | -49.7% | -4.9% |
| All | -19.5% | +39.8% | -59.3% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling