+5,137.1%
BDX vs AJG
+11,150.2%
-6,013.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.1% |
| 7D | -3.2% | -8.3% | +5.1% | -1.3% |
| 30D | -2.5% | -5.7% | +3.1% | -1.3% |
| 3M | +21.4% | +9.1% | +12.3% | +19.0% |
| 6M | +10.4% | +15.2% | -4.8% | +6.7% |
| YTD | +18.8% | -6.3% | +25.1% | +19.8% |
| 1Y | +21.7% | -19.1% | +40.8% | +26.7% |
| 3Y | -10.0% | +8.2% | -18.2% | -12.7% |
| 5Y | -1.8% | +75.6% | -77.4% | -14.8% |
| 10Y | +58.8% | +471.1% | -412.4% | +8.4% |
| All | +5,137.1% | +11,150.2% | -6,013.1% | +2,410.5% |
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