+3,627.9%
ALL vs AJG
+7,691.6%
-4,063.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +1.3% |
| 7D | -2.2% | -7.4% | +5.2% | +1.1% |
| 30D | -5.6% | -3.0% | -2.6% | -4.5% |
| 3M | +17.2% | +12.8% | +4.4% | +10.9% |
| 6M | +23.2% | +12.8% | +10.4% | +16.0% |
| YTD | +23.6% | -4.7% | +28.3% | +24.9% |
| 1Y | +29.2% | -17.2% | +46.4% | +38.6% |
| 3Y | +153.8% | +10.2% | +143.6% | +139.3% |
| 5Y | +116.1% | +76.9% | +39.2% | +64.2% |
| 10Y | +364.8% | +480.5% | -115.7% | +117.5% |
| All | +3,627.9% | +7,691.6% | -4,063.7% | +759.7% |
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