+2,245.2%
D vs AJG
+11,335.6%
-9,090.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.1% |
| 7D | -0.4% | -7.4% | +6.9% | +1.2% |
| 30D | -2.1% | -3.0% | +0.9% | -1.6% |
| 3M | -0.7% | +12.8% | -13.6% | -3.6% |
| 6M | +5.6% | +12.8% | -7.3% | +2.3% |
| YTD | +14.6% | -4.7% | +19.3% | +14.7% |
| 1Y | +15.3% | -17.2% | +32.5% | +18.9% |
| 3Y | +59.1% | +10.2% | +48.9% | +53.5% |
| 5Y | +3.9% | +76.9% | -73.0% | -10.0% |
| 10Y | +38.5% | +480.5% | -442.0% | -3.8% |
| All | +2,245.2% | +11,335.6% | -9,090.3% | +1,036.6% |
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 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