+887.8%
APA vs AJG
+11,290.2%
-10,402.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +0.8% | -8.5% | +9.3% | +3.8% |
| 30D | +9.6% | -3.8% | +13.4% | +10.8% |
| 3M | +18.0% | +10.8% | +7.2% | +13.2% |
| 6M | +41.9% | +15.6% | +26.3% | +33.5% |
| YTD | +86.3% | -5.1% | +91.4% | +86.8% |
| 1Y | +97.9% | -16.0% | +113.9% | +106.2% |
| 3Y | +12.8% | +9.7% | +3.0% | +5.2% |
| 5Y | +177.2% | +77.8% | +99.4% | +118.0% |
| 10Y | -3.3% | +478.2% | -481.5% | -44.5% |
| All | +887.8% | +11,290.2% | -10,402.4% | +241.9% |
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