-79.9%
FIG vs AJG
-13.6%
-66.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.2% | +6.0% | +5.4% |
| 7D | -3.8% | -8.3% | +4.5% | +0.7% |
| 30D | -2.3% | -5.7% | +3.4% | +0.4% |
| 3M | +20.0% | +9.1% | +10.9% | +16.6% |
| 6M | -16.7% | +15.2% | -31.9% | -20.7% |
| YTD | -37.9% | -6.3% | -31.6% | -40.8% |
| 1Y | -58.5% | -19.1% | -39.4% | -59.3% |
| All | -79.9% | -13.6% | -66.3% | -78.1% |
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 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