+286.5%
ARM vs AJG
+15.2%
+271.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -2.5% |
| 7D | +19.8% | -3.8% | +23.6% | +17.8% |
| 30D | -21.8% | +19.1% | -40.8% | -15.1% |
| 3M | -26.5% | +8.8% | -35.3% | -22.3% |
| 6M | -3.9% | +41.3% | -45.2% | +9.1% |
| YTD | +82.8% | +8.1% | +74.6% | +100.8% |
| 1Y | +34.3% | +9.6% | +24.7% | +48.0% |
| All | +286.5% | +15.2% | +271.3% | +368.8% |
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