+156.4%
B vs AJG
+74.4%
+82.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | -2.4% | -8.3% | +5.9% | -1.9% |
| 30D | +6.3% | -5.7% | +12.0% | +6.7% |
| 3M | +12.1% | +9.1% | +3.1% | +11.3% |
| 6M | -3.1% | +15.2% | -18.3% | -4.4% |
| YTD | +2.0% | -6.3% | +8.3% | +3.1% |
| 1Y | +51.7% | -19.1% | +70.8% | +56.7% |
| 3Y | +190.5% | +8.2% | +182.3% | +190.5% |
| All | +156.4% | +74.4% | +82.0% | +168.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling