+406.7%
BNY vs AJG
+473.1%
-66.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | +0.6% |
| 7D | -1.3% | -8.3% | +6.9% | +2.7% |
| 30D | -0.2% | -5.7% | +5.5% | +2.4% |
| 3M | +14.9% | +9.1% | +5.9% | +8.6% |
| 6M | +40.0% | +15.2% | +24.8% | +27.9% |
| YTD | +42.0% | -6.3% | +48.3% | +43.1% |
| 1Y | +56.9% | -19.1% | +76.0% | +70.3% |
| 3Y | +289.9% | +8.2% | +281.6% | +245.2% |
| 5Y | +259.2% | +75.6% | +183.6% | +129.2% |
| All | +406.7% | +473.1% | -66.4% | +62.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling