-41.3%
ALNY vs AJG
-12.9%
-28.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.0% |
| 7D | +12.2% | -1.8% | +14.1% | +12.8% |
| 30D | +16.3% | +4.6% | +11.7% | +14.7% |
| 3M | -12.4% | +24.9% | -37.3% | -13.3% |
| 6M | -18.7% | +17.2% | -35.9% | -19.3% |
| YTD | -33.1% | +2.2% | -35.2% | -34.5% |
| 1Y | -41.3% | -11.5% | -29.8% | -43.1% |
| All | -41.3% | -12.9% | -28.4% | -43.1% |
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 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