+46.0%
F vs AJG
+17.5%
+28.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -2.0% | -0.1% |
| 7D | -3.1% | +0.5% | -3.6% | -3.1% |
| 30D | 0.0% | +19.4% | -19.3% | -0.9% |
| 3M | -13.2% | +11.9% | -25.1% | -13.9% |
| 6M | -10.2% | +48.3% | -58.5% | -11.7% |
| YTD | -4.9% | +10.3% | -15.3% | -3.7% |
| 1Y | -6.1% | +11.5% | -17.6% | -5.1% |
| 3Y | +46.0% | +17.5% | +28.4% | +51.1% |
| All | +46.0% | +17.5% | +28.4% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling