+2,877.1%
ALB vs AJG
+8,090.2%
-5,213.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | 0.0% | -1.7% |
| 7D | -8.6% | -7.4% | -1.2% | -6.0% |
| 30D | -4.0% | -3.0% | -1.1% | -3.1% |
| 3M | -17.4% | +12.8% | -30.2% | -21.9% |
| 6M | -25.4% | +12.8% | -38.2% | -29.8% |
| YTD | -10.5% | -4.7% | -5.8% | -11.0% |
| 1Y | +75.8% | -17.2% | +93.0% | +83.6% |
| 3Y | -28.5% | +10.2% | -38.7% | -35.1% |
| 5Y | -45.1% | +76.9% | -122.0% | -59.0% |
| 10Y | +87.3% | +480.5% | -393.2% | -10.8% |
| All | +2,877.1% | +8,090.2% | -5,213.0% | +630.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling