-3.9%
ARM vs AJG
+39.9%
-43.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -3.6% |
| 7D | +19.8% | -3.8% | +23.6% | +15.1% |
| 30D | -21.8% | +19.1% | -40.8% | -4.4% |
| 3M | -26.5% | +8.8% | -35.3% | -16.9% |
| 6M | -3.9% | +41.3% | -45.2% | +45.2% |
| All | -3.9% | +39.9% | -43.8% | +45.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling