+296.4%
ARM vs AJG
+17.0%
+279.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +3.4% |
| 7D | +5.5% | -1.8% | +7.3% | +4.9% |
| 30D | -8.2% | +4.6% | -12.8% | -6.7% |
| 3M | -35.9% | +24.9% | -60.8% | -31.8% |
| 6M | +103.1% | +17.2% | +85.9% | +115.4% |
| YTD | +130.6% | +2.2% | +128.5% | +142.1% |
| 1Y | +86.1% | -11.5% | +97.6% | +95.9% |
| All | +296.4% | +17.0% | +279.4% | +310.7% |
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