-17.2%
F vs AJG
+79.0%
-96.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -2.0% | -0.5% |
| 7D | -3.1% | +0.5% | -3.6% | -3.2% |
| 30D | 0.0% | +19.4% | -19.3% | -5.2% |
| 3M | -13.2% | +11.9% | -25.1% | -16.3% |
| 6M | -10.2% | +48.3% | -58.5% | -21.5% |
| YTD | -4.9% | +10.3% | -15.3% | -7.7% |
| 1Y | -6.1% | +11.5% | -17.6% | -9.3% |
| 3Y | +46.0% | +17.5% | +28.4% | +28.9% |
| All | -17.2% | +79.0% | -96.3% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling