+521.5%
AJG vs Z
+16.2%
+505.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.8% |
| 7D | -7.4% | -7.1% | -0.3% | -6.6% |
| 30D | -3.0% | -4.8% | +1.8% | -2.5% |
| 3M | +12.8% | -9.3% | +22.2% | +13.9% |
| 6M | +12.8% | -29.0% | +41.8% | +16.9% |
| YTD | -4.7% | -52.9% | +48.1% | +3.2% |
| 1Y | -17.2% | -63.1% | +45.9% | -8.0% |
| 3Y | +10.2% | -36.9% | +47.1% | +11.9% |
| 5Y | +76.9% | -65.5% | +142.4% | +86.1% |
| 10Y | +480.5% | -3.9% | +484.4% | +375.9% |
| All | +521.5% | +16.2% | +505.3% | +385.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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