+295.5%
FN vs AJG
+82.7%
+212.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.0% | +6.2% | +2.2% |
| 7D | +3.5% | -3.8% | +7.3% | +3.5% |
| 30D | -26.0% | +1.6% | -27.6% | -26.0% |
| 3M | -33.3% | +18.6% | -51.9% | -34.5% |
| 6M | -14.9% | +10.9% | -25.8% | -15.7% |
| YTD | -8.6% | -2.0% | -6.6% | -7.3% |
| 1Y | +12.3% | -14.9% | +27.3% | +18.4% |
| 3Y | +174.4% | +13.4% | +161.0% | +136.3% |
| All | +295.5% | +82.7% | +212.8% | +141.0% |
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