+11.7%
BABA vs AJG
+538.5%
-526.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.5% |
| 7D | -13.8% | +0.5% | -14.2% | -13.9% |
| 30D | -15.1% | +19.4% | -34.5% | -19.3% |
| 3M | -22.7% | +11.9% | -34.7% | -25.4% |
| 6M | -34.7% | +48.3% | -82.9% | -42.5% |
| YTD | -35.0% | +10.3% | -45.3% | -37.6% |
| 1Y | -40.4% | +11.5% | -51.9% | -43.1% |
| 3Y | +21.9% | +17.5% | +4.4% | +10.9% |
| 5Y | -39.9% | +79.8% | -119.7% | -55.2% |
| All | +11.7% | +538.5% | -526.8% | -50.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling