+0.9%
BKR vs AJG
+12.4%
-11.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | -0.8% |
| 7D | -7.0% | -8.3% | +1.3% | -8.4% |
| 30D | -8.1% | -5.7% | -2.4% | -9.0% |
| 3M | -6.6% | +9.1% | -15.7% | -4.0% |
| 6M | +0.9% | +15.2% | -14.4% | +3.9% |
| All | +0.9% | +12.4% | -11.6% | +3.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling