-30.5%
BABA vs AJG
+77.5%
-108.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -2.4% |
| 7D | -2.2% | -7.4% | +5.2% | -0.7% |
| 30D | -17.3% | -3.0% | -14.4% | -16.9% |
| 3M | -7.8% | +12.8% | -20.6% | -10.5% |
| 6M | -16.8% | +12.8% | -29.6% | -19.4% |
| YTD | -24.7% | -4.7% | -19.9% | -23.7% |
| 1Y | -24.9% | -17.2% | -7.7% | -20.5% |
| 3Y | +29.1% | +10.2% | +18.9% | +17.0% |
| 5Y | -30.5% | +76.9% | -107.4% | -53.3% |
| All | -30.5% | +77.5% | -108.0% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling