+1,311.2%
FERG vs AJG
+1,518.0%
-206.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.9% |
| 7D | -2.6% | -8.3% | +5.7% | -1.1% |
| 30D | -8.9% | -5.7% | -3.2% | -8.1% |
| 3M | -2.0% | +9.1% | -11.1% | -3.9% |
| 6M | -3.2% | +15.2% | -18.4% | -6.2% |
| YTD | +1.5% | -6.3% | +7.8% | +2.0% |
| 1Y | +0.5% | -19.1% | +19.6% | +3.7% |
| 3Y | +50.4% | +8.2% | +42.2% | +46.2% |
| 5Y | +68.7% | +75.6% | -7.0% | +52.1% |
| 10Y | +351.3% | +471.1% | -119.8% | +263.4% |
| All | +1,311.2% | +1,518.0% | -206.8% | +1,011.8% |
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