+790.6%
B vs AJG
+11,671.2%
-10,880.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.6% | -1.1% |
| 7D | +2.3% | -3.8% | +6.1% | +2.6% |
| 30D | +1.4% | +1.6% | -0.3% | +1.2% |
| 3M | +12.2% | +18.6% | -6.4% | +10.6% |
| 6M | -2.1% | +10.9% | -13.0% | -3.2% |
| YTD | +2.9% | -2.0% | +4.9% | +2.8% |
| 1Y | +55.3% | -14.9% | +70.3% | +56.8% |
| 3Y | +198.7% | +13.4% | +185.3% | +194.1% |
| 5Y | +153.8% | +83.2% | +70.5% | +140.0% |
| 10Y | +193.4% | +484.3% | -290.9% | +156.1% |
| All | +790.6% | +11,671.2% | -10,880.6% | +576.9% |
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