+16.9%
D vs AJG
-12.9%
+29.8%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.3% |
| 7D | +0.4% | -1.8% | +2.3% | +0.6% |
| 30D | -3.6% | +4.6% | -8.2% | -4.0% |
| 3M | -1.0% | +24.9% | -25.9% | -3.4% |
| 6M | +6.3% | +17.2% | -10.9% | +3.9% |
| YTD | +14.7% | +2.2% | +12.6% | +14.7% |
| 1Y | +16.9% | -11.5% | +28.5% | +20.6% |
| All | +16.9% | -12.9% | +29.8% | +20.6% |
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