+63.0%
BROS vs AJG
+8.2%
+54.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.4% |
| 7D | -5.8% | -8.3% | +2.5% | -3.5% |
| 30D | -14.0% | -5.7% | -8.3% | -12.5% |
| 3M | -32.5% | +9.1% | -41.6% | -34.5% |
| 6M | -14.9% | +15.2% | -30.1% | -19.0% |
| YTD | -28.3% | -6.3% | -22.0% | -27.5% |
| 1Y | -34.0% | -19.1% | -14.9% | -30.2% |
| 3Y | +63.0% | +8.2% | +54.7% | +59.3% |
| All | +63.0% | +8.2% | +54.8% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling