+130,576.0%
APH vs AJG
+12,265.9%
+118,310.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | 0.0% |
| 7D | +0.2% | -3.8% | +4.0% | +1.4% |
| 30D | -3.3% | +1.6% | -5.0% | -4.0% |
| 3M | +14.0% | +18.6% | -4.6% | +6.7% |
| 6M | +24.4% | +10.9% | +13.5% | +18.3% |
| YTD | +21.4% | -2.0% | +23.4% | +19.3% |
| 1Y | +48.9% | -14.9% | +63.9% | +52.6% |
| 3Y | +290.1% | +13.4% | +276.7% | +255.5% |
| 5Y | +352.8% | +83.2% | +269.6% | +249.5% |
| 10Y | +1,041.3% | +484.3% | +557.0% | +514.0% |
| All | +130,576.0% | +12,265.9% | +118,310.1% | +36,962.2% |
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