+22.6%
D vs AJG
+19.3%
+3.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.5% | -1.0% | +3.7% |
| 7D | +8.5% | +10.7% | -2.2% | +7.2% |
| 30D | +14.3% | +26.9% | -12.6% | +11.8% |
| 3M | +1.8% | +16.6% | -14.8% | 0.0% |
| 6M | +13.0% | +40.1% | -27.1% | +9.5% |
| YTD | +22.7% | +12.4% | +10.3% | +20.3% |
| 1Y | +22.6% | +15.9% | +6.7% | +19.4% |
| All | +22.6% | +19.3% | +3.3% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling