+584.7%
F vs AJG
+11,671.2%
-11,086.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.0% | -0.2% | -2.7% |
| 7D | +1.2% | -3.8% | +4.9% | +2.6% |
| 30D | +1.2% | +1.6% | -0.4% | +0.5% |
| 3M | -5.7% | +18.6% | -24.3% | -12.2% |
| 6M | +17.9% | +10.9% | +7.1% | +11.6% |
| YTD | +10.4% | -2.0% | +12.4% | +9.0% |
| 1Y | +25.3% | -14.9% | +40.3% | +30.2% |
| 3Y | +37.5% | +13.4% | +24.0% | +25.0% |
| 5Y | +46.5% | +83.2% | -36.7% | +10.2% |
| 10Y | +86.4% | +484.3% | -397.9% | -7.5% |
| All | +584.7% | +11,671.2% | -11,086.5% | +68.1% |
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 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