-67.4%
BAX vs AJG
+74.4%
-141.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.3% | -1.2% |
| 7D | -7.9% | -8.3% | +0.4% | -5.5% |
| 30D | -11.7% | -5.7% | -6.0% | -10.2% |
| 3M | +16.2% | +9.1% | +7.1% | +13.0% |
| 6M | +32.0% | +15.2% | +16.8% | +26.1% |
| YTD | +24.7% | -6.3% | +31.0% | +26.0% |
| 1Y | -2.6% | -19.1% | +16.5% | +2.5% |
| 3Y | -35.0% | +8.2% | -43.2% | -38.6% |
| All | -67.4% | +74.4% | -141.8% | -74.5% |
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 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