+246.5%
BBY vs AJG
+473.1%
-226.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.7% |
| 7D | +0.6% | -8.3% | +8.9% | +4.9% |
| 30D | +9.4% | -5.7% | +15.1% | +12.4% |
| 3M | +19.3% | +9.1% | +10.3% | +13.1% |
| 6M | +47.9% | +15.2% | +32.7% | +35.2% |
| YTD | +39.6% | -6.3% | +45.9% | +41.7% |
| 1Y | +22.2% | -19.1% | +41.3% | +33.6% |
| 3Y | +45.0% | +8.2% | +36.7% | +26.8% |
| 5Y | +2.6% | +75.6% | -73.1% | -37.5% |
| All | +246.5% | +473.1% | -226.6% | -1.7% |
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