+311.3%
ARM vs AJG
+12.3%
+299.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.0% | +7.8% | +2.4% |
| 7D | +11.4% | -3.8% | +15.1% | +10.1% |
| 30D | -7.4% | +1.6% | -9.1% | -6.8% |
| 3M | -24.5% | +18.6% | -43.1% | -20.9% |
| 6M | +128.7% | +10.9% | +117.8% | +139.1% |
| YTD | +139.3% | -2.0% | +141.2% | +147.9% |
| 1Y | +88.0% | -14.9% | +102.9% | +95.3% |
| All | +311.3% | +12.3% | +299.0% | +320.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling