+181.9%
FANG vs AJG
+473.1%
-291.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.4% |
| 7D | +2.9% | -8.3% | +11.2% | +7.2% |
| 30D | +2.6% | -5.7% | +8.3% | +5.2% |
| 3M | +7.6% | +9.1% | -1.5% | +1.3% |
| 6M | +17.3% | +15.2% | +2.1% | +6.3% |
| YTD | +38.7% | -6.3% | +45.0% | +39.7% |
| 1Y | +51.6% | -19.1% | +70.8% | +65.7% |
| 3Y | +50.0% | +8.2% | +41.7% | +29.9% |
| 5Y | +237.6% | +75.6% | +161.9% | +96.9% |
| All | +181.9% | +473.1% | -291.2% | -8.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling