+109.1%
FN vs AJG
+15.2%
+94.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -5.0% |
| 7D | +20.8% | -3.8% | +24.5% | +18.6% |
| 30D | -17.3% | +19.1% | -36.4% | -9.6% |
| 3M | -38.1% | +8.8% | -47.0% | -34.4% |
| 6M | -44.2% | +41.3% | -85.5% | -35.4% |
| YTD | -22.3% | +8.1% | -30.4% | -13.8% |
| 1Y | -20.9% | +9.6% | -30.6% | -12.1% |
| All | +109.1% | +15.2% | +94.0% | +119.9% |
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