-2.2%
BA vs AJG
+10.0%
-12.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.8% | -1.7% |
| 7D | -1.2% | -7.4% | +6.2% | -0.2% |
| 30D | -11.3% | -3.0% | -8.4% | -11.0% |
| 3M | -3.8% | +12.8% | -16.6% | -5.9% |
| 6M | -8.3% | +12.8% | -21.1% | -10.2% |
| YTD | -4.9% | -4.7% | -0.2% | -4.3% |
| 1Y | -10.1% | -17.2% | +7.1% | -6.3% |
| All | -2.2% | +10.0% | -12.1% | -1.5% |
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