+59.2%
ALB vs AJG
-17.2%
+76.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.7% |
| 7D | -6.6% | -8.3% | +1.6% | -8.3% |
| 30D | -8.1% | -5.7% | -2.4% | -9.2% |
| 3M | -25.7% | +9.1% | -34.8% | -23.7% |
| 6M | -29.5% | +15.2% | -44.7% | -26.0% |
| YTD | -16.2% | -6.3% | -9.9% | -16.9% |
| 1Y | +59.2% | -19.1% | +78.4% | +47.5% |
| All | +59.2% | -17.2% | +76.4% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling