+191.8%
FN vs AJG
+79.1%
+112.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -4.3% |
| 7D | +20.8% | -3.8% | +24.5% | +20.3% |
| 30D | -17.3% | +19.1% | -36.4% | -16.5% |
| 3M | -38.1% | +8.8% | -47.0% | -37.6% |
| 6M | -44.2% | +41.3% | -85.5% | -45.5% |
| YTD | -22.3% | +8.1% | -30.4% | -20.4% |
| 1Y | -20.9% | +9.6% | -30.6% | -19.5% |
| 3Y | +111.1% | +15.0% | +96.1% | +92.7% |
| 5Y | +191.8% | +76.2% | +115.6% | +85.1% |
| All | +191.8% | +79.1% | +112.7% | +85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling