+121.5%
FIX vs AJG
-17.2%
+138.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.5% | +5.4% |
| 7D | +5.0% | -8.3% | +13.3% | -0.9% |
| 30D | -2.7% | -5.7% | +3.0% | -6.0% |
| 3M | -8.2% | +9.1% | -17.3% | -2.0% |
| 6M | +20.3% | +15.2% | +5.0% | +32.7% |
| YTD | +81.4% | -6.3% | +87.7% | +84.4% |
| 1Y | +121.5% | -19.1% | +140.6% | +116.7% |
| All | +121.5% | -17.2% | +138.7% | +116.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling