+3,452.6%
ALNY vs AJG
+1,371.6%
+2,081.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.2% |
| 7D | -6.5% | -8.3% | +1.7% | -2.0% |
| 30D | +11.0% | -5.7% | +16.7% | +14.5% |
| 3M | -14.1% | +9.1% | -23.1% | -17.7% |
| 6M | -22.4% | +15.2% | -37.6% | -28.4% |
| YTD | -37.5% | -6.3% | -31.2% | -35.8% |
| 1Y | -46.9% | -19.1% | -27.8% | -41.4% |
| 3Y | +22.1% | +8.2% | +13.8% | +10.7% |
| 5Y | +31.2% | +75.6% | -44.4% | -12.5% |
| 10Y | +256.3% | +471.1% | -214.8% | +4.3% |
| All | +3,452.6% | +1,371.6% | +2,081.0% | +476.1% |
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