+391.7%
APP vs AJG
+108.1%
+283.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.8% |
| 7D | +0.9% | -1.8% | +2.7% | +1.6% |
| 30D | -23.3% | +4.6% | -27.9% | -25.0% |
| 3M | -42.6% | +24.9% | -67.6% | -49.0% |
| 6M | -33.6% | +17.2% | -50.8% | -39.3% |
| YTD | -52.4% | +2.2% | -54.6% | -54.0% |
| 1Y | -35.9% | -11.5% | -24.4% | -32.8% |
| 3Y | +642.2% | +16.7% | +625.5% | +512.1% |
| 5Y | +311.1% | +89.6% | +221.5% | +131.2% |
| All | +391.7% | +108.1% | +283.5% | +183.1% |
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