+1,308.0%
AMT vs AJG
+5,389.9%
-4,081.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.8% |
| 7D | +1.5% | -7.4% | +8.8% | +4.2% |
| 30D | +3.7% | -3.0% | +6.7% | +4.7% |
| 3M | -7.2% | +12.8% | -20.0% | -11.5% |
| 6M | -4.2% | +12.8% | -17.0% | -8.9% |
| YTD | +1.9% | -4.7% | +6.6% | +2.3% |
| 1Y | -6.4% | -17.2% | +10.8% | -1.4% |
| 3Y | +7.7% | +10.2% | -2.4% | +1.2% |
| 5Y | -30.9% | +76.9% | -107.8% | -45.5% |
| 10Y | +105.4% | +480.5% | -375.1% | +7.2% |
| All | +1,308.0% | +5,389.9% | -4,081.9% | +189.4% |
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