-10.6%
BA vs AJG
+19.3%
-30.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.5% | -3.3% | +1.7% |
| 7D | +5.9% | +10.7% | -4.8% | +5.1% |
| 30D | -8.2% | +26.9% | -35.1% | -9.3% |
| 3M | -25.4% | +16.6% | -41.9% | -26.1% |
| 6M | -20.0% | +40.1% | -60.1% | -21.1% |
| YTD | -18.5% | +12.4% | -30.9% | -19.3% |
| 1Y | -10.6% | +15.9% | -26.5% | -11.7% |
| All | -10.6% | +19.3% | -30.0% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling