+527.5%
APP vs AJG
+124.8%
+402.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.0% | +1.9% | +3.1% |
| 7D | +4.6% | +0.5% | +4.1% | +4.4% |
| 30D | +56.0% | +19.4% | +36.7% | +44.5% |
| 3M | +30.8% | +11.9% | +18.9% | +24.0% |
| 6M | -9.8% | +48.3% | -58.0% | -26.4% |
| YTD | -39.3% | +10.3% | -49.6% | -43.4% |
| 1Y | -26.4% | +11.5% | -38.0% | -32.1% |
| 3Y | +887.9% | +17.5% | +870.4% | +736.3% |
| 5Y | +264.1% | +79.8% | +184.3% | +99.3% |
| All | +527.5% | +124.8% | +402.7% | +248.4% |
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