+19.3%
ARM vs AJG
+19.3%
0.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.5% | -10.7% | -0.8% |
| 7D | -18.7% | +10.7% | -29.4% | -11.2% |
| 30D | -36.7% | +26.9% | -63.6% | -22.7% |
| 3M | -31.6% | +16.6% | -48.2% | -20.7% |
| 6M | -5.6% | +40.1% | -45.8% | +22.9% |
| YTD | +75.5% | +12.4% | +63.0% | +108.6% |
| 1Y | +19.3% | +15.9% | +3.4% | +45.1% |
| All | +19.3% | +19.3% | 0.0% | +45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling