-63.9%
ALNY vs AJG
+16.2%
-80.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.7% | -2.7% |
| 7D | -10.0% | +7.4% | -17.4% | -11.6% |
| 30D | -30.0% | +25.3% | -55.4% | -35.1% |
| 3M | -31.5% | +15.1% | -46.6% | -34.6% |
| 6M | -48.0% | +40.8% | -88.8% | -50.6% |
| YTD | -60.6% | +12.3% | -72.9% | -62.5% |
| 1Y | -63.9% | +17.5% | -81.5% | -65.8% |
| All | -63.9% | +16.2% | -80.1% | -65.8% |
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