+11,036.6%
AJG vs WY
+655.2%
+10,381.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -8.3% | -4.2% | -4.1% | -7.3% |
| 30D | -5.7% | -10.1% | +4.4% | -3.2% |
| 3M | +9.1% | -8.5% | +17.6% | +11.2% |
| 6M | +15.2% | -3.3% | +18.6% | +15.6% |
| YTD | -6.3% | -4.4% | -1.9% | -5.9% |
| 1Y | -19.1% | -11.5% | -7.6% | -17.3% |
| 3Y | +8.2% | -24.3% | +32.5% | +13.3% |
| 5Y | +75.6% | -21.3% | +97.0% | +80.5% |
| 10Y | +471.1% | +7.0% | +464.1% | +420.3% |
| All | +11,036.6% | +655.2% | +10,381.3% | +7,187.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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