+9.6%
AMT vs AJG
+8.2%
+1.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.1% |
| 7D | +1.1% | -8.3% | +9.4% | +3.4% |
| 30D | +4.4% | -5.7% | +10.0% | +5.9% |
| 3M | -5.2% | +9.1% | -14.2% | -7.5% |
| 6M | -0.8% | +15.2% | -16.0% | -4.8% |
| YTD | +3.3% | -6.3% | +9.6% | +4.7% |
| 1Y | -6.0% | -19.1% | +13.1% | -0.3% |
| 3Y | +9.6% | +8.2% | +1.4% | +4.0% |
| All | +9.6% | +8.2% | +1.4% | +4.0% |
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