+134.2%
BP vs AJG
+473.1%
-339.0%
-63.9%
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% | +0.5% |
| 7D | +5.2% | -8.3% | +13.5% | +8.7% |
| 30D | +8.7% | -5.7% | +14.4% | +10.9% |
| 3M | +9.3% | +9.1% | +0.3% | +4.3% |
| 6M | +13.6% | +15.2% | -1.6% | +5.2% |
| YTD | +37.7% | -6.3% | +44.0% | +38.7% |
| 1Y | +40.6% | -19.1% | +59.7% | +51.0% |
| 3Y | +40.3% | +8.2% | +32.1% | +25.2% |
| 5Y | +141.4% | +75.6% | +65.8% | +56.0% |
| All | +134.2% | +473.1% | -339.0% | -11.1% |
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