+903.9%
BSX vs AJG
+10,998.6%
-10,094.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | +0.1% |
| 7D | -10.1% | -8.3% | -1.8% | -7.3% |
| 30D | -16.4% | -5.7% | -10.7% | -14.8% |
| 3M | -8.9% | +9.1% | -18.0% | -11.9% |
| 6M | -38.3% | +15.2% | -53.5% | -41.7% |
| YTD | -54.9% | -6.3% | -48.6% | -54.4% |
| 1Y | -58.8% | -19.1% | -39.7% | -56.3% |
| 3Y | -21.2% | +8.2% | -29.5% | -25.3% |
| 5Y | -3.3% | +75.6% | -79.0% | -23.0% |
| 10Y | +82.8% | +471.1% | -388.3% | +0.4% |
| All | +903.9% | +10,998.6% | -10,094.7% | +196.1% |
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