+888.4%
FN vs AJG
+480.2%
+408.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.3% |
| 7D | +2.3% | -8.5% | +10.8% | +4.5% |
| 30D | -23.2% | -3.8% | -19.4% | -22.7% |
| 3M | -30.4% | +10.8% | -41.2% | -33.8% |
| 6M | -25.6% | +15.6% | -41.2% | -30.8% |
| YTD | -11.3% | -5.1% | -6.1% | -12.1% |
| 1Y | +8.4% | -16.0% | +24.5% | +12.2% |
| 3Y | +166.2% | +9.7% | +156.5% | +129.3% |
| 5Y | +290.3% | +77.8% | +212.5% | +153.7% |
| All | +888.4% | +480.2% | +408.1% | +234.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling