+3,911.6%
ASX vs AJG
+1,642.2%
+2,269.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.9% | +6.4% | +4.4% |
| 7D | +11.1% | -7.4% | +18.5% | +13.6% |
| 30D | +9.6% | -3.0% | +12.6% | +10.2% |
| 3M | +18.6% | +12.8% | +5.8% | +12.0% |
| 6M | +92.1% | +12.8% | +79.3% | +80.0% |
| YTD | +158.5% | -4.7% | +163.2% | +154.3% |
| 1Y | +271.9% | -17.2% | +289.1% | +281.0% |
| 3Y | +465.2% | +10.2% | +455.1% | +409.0% |
| 5Y | +479.4% | +76.9% | +402.5% | +336.0% |
| 10Y | +992.0% | +480.5% | +511.5% | +454.2% |
| All | +3,911.6% | +1,642.2% | +2,269.3% | +1,395.8% |
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 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