-35.7%
AUR vs AJG
+67.1%
-102.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.0% |
| 7D | +1.4% | -8.3% | +9.7% | +4.1% |
| 30D | -6.4% | -5.7% | -0.7% | -4.9% |
| 3M | +7.7% | +9.1% | -1.4% | +2.4% |
| 6M | +44.5% | +15.2% | +29.3% | +33.1% |
| YTD | +67.4% | -6.3% | +73.7% | +70.1% |
| 1Y | +15.4% | -19.1% | +34.6% | +26.8% |
| 3Y | +94.8% | +8.2% | +86.6% | +65.2% |
| 5Y | -35.1% | +75.6% | -110.8% | -62.3% |
| All | -35.7% | +67.1% | -102.8% | -62.7% |
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