+64.9%
ARM vs AJG
-17.2%
+82.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -4.1% |
| 7D | +4.8% | -8.5% | +13.3% | -1.2% |
| 30D | -5.5% | -3.8% | -1.7% | -7.5% |
| 3M | -17.3% | +10.8% | -28.1% | -11.0% |
| 6M | +110.9% | +15.6% | +95.2% | +132.7% |
| YTD | +132.5% | -5.1% | +137.7% | +134.9% |
| 1Y | +64.9% | -16.0% | +80.9% | +59.1% |
| All | +64.9% | -17.2% | +82.1% | +59.1% |
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