+199.6%
ARM vs AJG
+26.4%
+173.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.0% | -6.7% | -3.7% |
| 7D | +9.1% | +0.5% | +8.6% | +9.4% |
| 30D | -19.9% | +19.4% | -39.3% | -13.5% |
| 3M | -31.6% | +11.9% | -43.5% | -27.1% |
| 6M | -13.9% | +48.3% | -62.1% | -2.2% |
| YTD | +74.3% | +10.3% | +64.0% | +92.4% |
| 1Y | +35.8% | +11.5% | +24.3% | +50.2% |
| 3Y | +268.6% | +17.5% | +251.1% | +338.1% |
| All | +199.6% | +26.4% | +173.3% | +226.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling