+799.2%
BAX vs AJG
+11,150.2%
-10,351.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.3% | -1.3% |
| 7D | -7.9% | -8.3% | +0.4% | -6.0% |
| 30D | -11.7% | -5.7% | -6.0% | -10.5% |
| 3M | +16.2% | +9.1% | +7.1% | +13.7% |
| 6M | +32.0% | +15.2% | +16.8% | +27.3% |
| YTD | +24.7% | -6.3% | +31.0% | +25.8% |
| 1Y | -2.6% | -19.1% | +16.5% | +1.5% |
| 3Y | -35.0% | +8.2% | -43.2% | -37.2% |
| 5Y | -67.6% | +75.6% | -143.2% | -72.1% |
| 10Y | -38.4% | +471.1% | -509.6% | -59.0% |
| All | +799.2% | +11,150.2% | -10,351.0% | +268.6% |
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 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