+907.8%
BX vs AJG
+1,335.6%
-427.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +3.3% |
| 7D | -5.6% | -8.3% | +2.7% | -0.2% |
| 30D | -12.2% | -5.7% | -6.6% | -9.0% |
| 3M | +7.4% | +9.1% | -1.7% | 0.0% |
| 6M | +22.2% | +15.2% | +7.0% | +9.1% |
| YTD | -14.0% | -6.3% | -7.7% | -12.8% |
| 1Y | -27.3% | -19.1% | -8.2% | -19.1% |
| 3Y | +24.5% | +8.2% | +16.3% | +8.3% |
| 5Y | +18.9% | +75.6% | -56.8% | -27.2% |
| 10Y | +665.4% | +471.1% | +194.3% | +96.3% |
| All | +907.8% | +1,335.6% | -427.8% | +37.4% |
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