+86.1%
ARM vs AJG
-12.9%
+99.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +2.9% |
| 7D | +5.5% | -1.8% | +7.3% | +4.2% |
| 30D | -8.2% | +4.6% | -12.8% | -4.9% |
| 3M | -35.9% | +24.9% | -60.8% | -25.5% |
| 6M | +103.1% | +17.2% | +85.9% | +130.8% |
| YTD | +130.6% | +2.2% | +128.5% | +144.0% |
| 1Y | +86.1% | -11.5% | +97.6% | +80.3% |
| All | +86.1% | -12.9% | +99.0% | +80.3% |
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