+150.2%
ALL vs AJG
+8.2%
+142.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.4% |
| 7D | -2.3% | -8.3% | +6.0% | +1.9% |
| 30D | -0.4% | -5.7% | +5.3% | +2.3% |
| 3M | +16.0% | +9.1% | +6.9% | +10.9% |
| 6M | +24.6% | +15.2% | +9.4% | +15.5% |
| YTD | +23.7% | -6.3% | +30.0% | +27.6% |
| 1Y | +27.7% | -19.1% | +46.8% | +43.8% |
| 3Y | +150.2% | +8.2% | +142.0% | +134.3% |
| All | +150.2% | +8.2% | +142.1% | +134.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling