+74.6%
BND vs AJG
+1,384.1%
-1,309.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | -0.1% |
| 7D | -1.0% | -8.3% | +7.3% | -1.1% |
| 30D | -1.1% | -5.7% | +4.6% | -1.2% |
| 3M | -1.9% | +9.1% | -11.0% | -1.7% |
| 6M | -1.6% | +15.2% | -16.8% | -1.4% |
| YTD | -1.2% | -6.3% | +5.1% | -1.3% |
| 1Y | -0.7% | -19.1% | +18.4% | -1.0% |
| 3Y | +12.5% | +8.2% | +4.3% | +12.9% |
| 5Y | -2.5% | +75.6% | -78.2% | -1.1% |
| 10Y | +14.9% | +471.1% | -456.2% | +22.6% |
| All | +74.6% | +1,384.1% | -1,309.5% | +97.6% |
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