+3.7%
F vs AJG
+19.3%
-15.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.5% | -2.5% | +2.9% |
| 7D | +6.0% | +10.7% | -4.7% | +6.0% |
| 30D | +4.3% | +26.9% | -22.6% | +4.7% |
| 3M | -10.1% | +16.6% | -26.6% | -10.0% |
| 6M | +12.8% | +40.1% | -27.4% | +16.7% |
| YTD | -0.1% | +12.4% | -12.5% | +6.1% |
| 1Y | +3.7% | +15.9% | -12.2% | +9.0% |
| All | +3.7% | +19.3% | -15.7% | +9.0% |
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