+306.4%
APP vs AJG
+75.6%
+230.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.3% |
| 7D | +0.3% | -8.5% | +8.8% | +4.3% |
| 30D | -1.3% | -3.8% | +2.5% | +0.1% |
| 3M | -36.2% | +10.8% | -47.0% | -40.4% |
| 6M | -34.1% | +15.6% | -49.7% | -40.0% |
| YTD | -53.3% | -5.1% | -48.2% | -53.5% |
| 1Y | -44.5% | -16.0% | -28.5% | -40.6% |
| 3Y | +646.7% | +9.7% | +636.9% | +511.9% |
| 5Y | +306.4% | +77.8% | +228.6% | +83.7% |
| All | +306.4% | +75.6% | +230.8% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling