+396.9%
APP vs AJG
+90.9%
+306.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.2% | +3.5% |
| 7D | +1.1% | -8.3% | +9.3% | +4.8% |
| 30D | +6.6% | -5.7% | +12.3% | +9.0% |
| 3M | -32.3% | +9.1% | -41.4% | -36.0% |
| 6M | -29.8% | +15.2% | -45.0% | -35.6% |
| YTD | -51.9% | -6.3% | -45.6% | -51.8% |
| 1Y | -43.3% | -19.1% | -24.2% | -38.3% |
| 3Y | +664.1% | +8.2% | +655.8% | +546.9% |
| 5Y | +318.7% | +75.6% | +243.0% | +144.6% |
| All | +396.9% | +90.9% | +306.0% | +196.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling