+12.5%
FN vs AJG
-12.9%
+25.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +2.0% |
| 7D | -1.7% | -1.8% | +0.1% | -3.0% |
| 30D | -22.0% | +4.6% | -26.6% | -18.7% |
| 3M | -43.0% | +24.9% | -67.9% | -32.1% |
| 6M | -27.7% | +17.2% | -44.9% | -15.6% |
| YTD | -10.5% | +2.2% | -12.7% | -3.3% |
| 1Y | +12.5% | -11.5% | +24.0% | +8.3% |
| All | +12.5% | -12.9% | +25.4% | +8.3% |
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