+1,410.1%
BP vs AJG
+11,290.2%
-9,880.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +5.7% | -8.5% | +14.2% | +8.2% |
| 30D | +8.1% | -3.8% | +11.8% | +9.0% |
| 3M | +8.6% | +10.8% | -2.2% | +5.0% |
| 6M | +18.1% | +15.6% | +2.5% | +12.5% |
| YTD | +37.6% | -5.1% | +42.7% | +37.8% |
| 1Y | +39.4% | -16.0% | +55.4% | +43.9% |
| 3Y | +40.1% | +9.7% | +30.3% | +32.3% |
| 5Y | +141.3% | +77.8% | +63.5% | +96.6% |
| 10Y | +136.0% | +478.2% | -342.3% | +43.0% |
| All | +1,410.1% | +11,290.2% | -9,880.1% | +488.1% |
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 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