+1,664.2%
BMY vs AJG
+11,290.2%
-9,626.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -6.4% | -8.5% | +2.1% | -4.3% |
| 30D | +0.2% | -3.8% | +4.0% | +1.1% |
| 3M | +16.0% | +10.8% | +5.1% | +12.7% |
| 6M | +8.3% | +15.6% | -7.3% | +3.9% |
| YTD | +22.2% | -5.1% | +27.3% | +22.7% |
| 1Y | +41.7% | -16.0% | +57.7% | +46.4% |
| 3Y | +20.7% | +9.7% | +11.0% | +15.4% |
| 5Y | +23.9% | +77.8% | -53.9% | +3.6% |
| 10Y | +62.9% | +478.2% | -415.3% | +1.0% |
| All | +1,664.2% | +11,290.2% | -9,626.0% | +530.6% |
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