+1,374.0%
BAC vs AJG
+11,290.2%
-9,916.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -0.3% | -8.5% | +8.3% | +4.3% |
| 30D | -1.8% | -3.8% | +2.0% | 0.0% |
| 3M | +15.3% | +10.8% | +4.5% | +8.0% |
| 6M | +30.2% | +15.6% | +14.5% | +18.6% |
| YTD | +15.6% | -5.1% | +20.7% | +15.9% |
| 1Y | +27.5% | -16.0% | +43.5% | +35.5% |
| 3Y | +137.0% | +9.7% | +127.3% | +112.7% |
| 5Y | +75.6% | +77.8% | -2.2% | +19.5% |
| 10Y | +396.9% | +478.2% | -81.4% | +83.5% |
| All | +1,374.0% | +11,290.2% | -9,916.2% | +124.5% |
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 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