+59.4%
FDX vs AJG
+10.0%
+49.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.2% |
| 7D | -2.3% | -7.4% | +5.1% | -1.4% |
| 30D | -4.9% | -3.0% | -1.9% | -4.5% |
| 3M | -6.5% | +12.8% | -19.3% | -8.0% |
| 6M | +6.7% | +12.8% | -6.2% | +4.8% |
| YTD | +33.9% | -4.7% | +38.6% | +35.4% |
| 1Y | +72.2% | -17.2% | +89.4% | +79.4% |
| All | +59.4% | +10.0% | +49.4% | +56.2% |
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