-10.2%
DOW vs AJG
+238.4%
-248.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -2.4% | -8.5% | +6.1% | +1.6% |
| 30D | -4.1% | -3.8% | -0.3% | -2.6% |
| 3M | -12.4% | +10.8% | -23.3% | -17.3% |
| 6M | -10.6% | +15.6% | -26.2% | -18.0% |
| YTD | +31.1% | -5.1% | +36.2% | +32.1% |
| 1Y | +30.5% | -16.0% | +46.6% | +39.9% |
| 3Y | -34.4% | +9.7% | -44.2% | -42.2% |
| 5Y | -35.5% | +77.8% | -113.3% | -60.9% |
| All | -10.2% | +238.4% | -248.6% | -62.2% |
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