+27.4%
FAST vs AJG
+46.1%
-18.7%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.7% | -0.8% |
| 7D | +4.2% | +0.5% | +3.7% | +4.1% |
| 30D | +6.7% | +19.4% | -12.7% | +5.0% |
| 3M | +8.0% | +11.9% | -3.9% | +7.1% |
| 6M | +27.4% | +48.3% | -20.8% | +26.5% |
| All | +27.4% | +46.1% | -18.7% | +26.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling