+11.8%
D vs AJG
-17.2%
+29.0%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -0.9% |
| 7D | -2.2% | -8.3% | +6.0% | -1.5% |
| 30D | -4.5% | -5.7% | +1.2% | -4.0% |
| 3M | -2.5% | +9.1% | -11.6% | -3.6% |
| 6M | +5.5% | +15.2% | -9.7% | +3.2% |
| YTD | +13.3% | -6.3% | +19.6% | +14.1% |
| 1Y | +11.8% | -19.1% | +30.9% | +16.3% |
| All | +11.8% | -17.2% | +29.0% | +16.3% |
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