-25.7%
FN vs AJG
+19.3%
-45.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.5% | -11.4% | -1.2% |
| 7D | -7.0% | +10.7% | -17.7% | +2.4% |
| 30D | -24.7% | +26.9% | -51.6% | -7.0% |
| 3M | -35.7% | +16.6% | -52.2% | -24.8% |
| 6M | -52.4% | +40.1% | -92.5% | -35.6% |
| YTD | -25.0% | +12.4% | -37.4% | -11.1% |
| 1Y | -25.7% | +15.9% | -41.6% | -10.2% |
| All | -25.7% | +19.3% | -45.0% | -10.2% |
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 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