+65.9%
BLK vs AJG
+8.2%
+57.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.9% | +1.8% |
| 7D | -3.3% | -8.3% | +5.0% | -1.9% |
| 30D | -6.5% | -5.7% | -0.8% | -5.6% |
| 3M | +6.7% | +9.1% | -2.3% | +4.7% |
| 6M | +14.7% | +15.2% | -0.5% | +11.1% |
| YTD | +2.5% | -6.3% | +8.8% | +3.9% |
| 1Y | -2.8% | -19.1% | +16.3% | +2.3% |
| 3Y | +65.9% | +8.2% | +57.6% | +61.5% |
| All | +65.9% | +8.2% | +57.7% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling