+189.0%
B vs AJG
+9.5%
+179.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | -5.0% | -8.5% | +3.5% | -5.0% |
| 30D | +8.7% | -3.8% | +12.5% | +8.8% |
| 3M | +17.3% | +10.8% | +6.5% | +17.0% |
| 6M | -5.0% | +15.6% | -20.7% | -5.4% |
| YTD | +1.4% | -5.1% | +6.6% | +3.4% |
| 1Y | +50.5% | -16.0% | +66.5% | +56.3% |
| All | +189.0% | +9.5% | +179.5% | +195.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling