+18.4%
BX vs AJG
+74.4%
-55.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +3.1% |
| 7D | -5.6% | -8.3% | +2.7% | -1.7% |
| 30D | -12.2% | -5.7% | -6.6% | -9.9% |
| 3M | +7.4% | +9.1% | -1.7% | +1.8% |
| 6M | +22.2% | +15.2% | +7.0% | +12.1% |
| YTD | -14.0% | -6.3% | -7.7% | -12.4% |
| 1Y | -27.3% | -19.1% | -8.2% | -19.5% |
| 3Y | +24.5% | +8.2% | +16.3% | +5.7% |
| All | +18.4% | +74.4% | -55.9% | -42.2% |
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