-1.9%
BDX vs AJG
+74.4%
-76.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.2% |
| 7D | -3.2% | -8.3% | +5.1% | -0.6% |
| 30D | -2.5% | -5.7% | +3.1% | -0.9% |
| 3M | +21.4% | +9.1% | +12.3% | +18.3% |
| 6M | +10.4% | +15.2% | -4.8% | +5.6% |
| YTD | +18.8% | -6.3% | +25.1% | +20.7% |
| 1Y | +21.7% | -19.1% | +40.8% | +29.4% |
| 3Y | -10.0% | +8.2% | -18.2% | -14.5% |
| All | -1.9% | +74.4% | -76.3% | -21.0% |
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