+315.5%
ARM vs AJG
+9.1%
+306.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +0.1% |
| 7D | +12.5% | -7.4% | +19.9% | +9.8% |
| 30D | -1.4% | -3.0% | +1.6% | -2.1% |
| 3M | -18.7% | +12.8% | -31.5% | -15.9% |
| 6M | +124.6% | +12.8% | +111.8% | +133.5% |
| YTD | +141.7% | -4.7% | +146.5% | +148.1% |
| 1Y | +87.7% | -17.2% | +104.9% | +93.2% |
| All | +315.5% | +9.1% | +306.4% | +320.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling