+136.2%
BP vs AJG
+74.4%
+61.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | +0.2% |
| 7D | +5.2% | -8.3% | +13.5% | +6.5% |
| 30D | +8.7% | -5.7% | +14.4% | +9.5% |
| 3M | +9.3% | +9.1% | +0.3% | +7.3% |
| 6M | +13.6% | +15.2% | -1.6% | +10.1% |
| YTD | +37.7% | -6.3% | +44.0% | +38.5% |
| 1Y | +40.6% | -19.1% | +59.7% | +45.7% |
| 3Y | +40.3% | +8.2% | +32.1% | +33.4% |
| All | +136.2% | +74.4% | +61.8% | +90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling