+11.4%
BLK vs AJG
+16.2%
-4.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | -0.5% | +7.4% | -7.9% | -1.2% |
| 30D | +8.5% | +25.3% | -16.9% | +6.3% |
| 3M | +3.8% | +15.1% | -11.3% | +2.4% |
| 6M | +12.8% | +40.8% | -28.0% | +9.7% |
| YTD | +11.2% | +12.3% | -1.2% | +11.9% |
| 1Y | +11.4% | +17.5% | -6.1% | +10.5% |
| All | +11.4% | +16.2% | -4.8% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling