+107.2%
APA vs AJG
+19.3%
+87.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +5.5% | -12.3% | -7.1% |
| 7D | -13.0% | +10.7% | -23.7% | -13.5% |
| 30D | +2.0% | +26.9% | -24.9% | +0.2% |
| 3M | +24.9% | +16.6% | +8.3% | +23.2% |
| 6M | +7.2% | +40.1% | -33.0% | +4.4% |
| YTD | +87.1% | +12.4% | +74.6% | +86.3% |
| 1Y | +107.2% | +15.9% | +91.2% | +107.6% |
| All | +107.2% | +19.3% | +87.8% | +107.6% |
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