+1,821.9%
BA vs AJG
+12,164.6%
-10,342.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.4% |
| 7D | +1.2% | -1.8% | +3.0% | +1.8% |
| 30D | -11.6% | +4.6% | -16.3% | -13.2% |
| 3M | -2.4% | +24.9% | -27.3% | -10.6% |
| 6M | -6.6% | +17.2% | -23.8% | -12.9% |
| YTD | -2.2% | +2.2% | -4.4% | -4.6% |
| 1Y | -8.0% | -11.5% | +3.5% | -5.8% |
| 3Y | -5.0% | +16.7% | -21.7% | -13.4% |
| 5Y | -2.7% | +89.6% | -92.3% | -26.1% |
| 10Y | +75.9% | +512.4% | -436.5% | -4.6% |
| All | +1,821.9% | +12,164.6% | -10,342.7% | +455.4% |
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