+2,951.0%
FN vs AJG
+1,537.4%
+1,413.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.0% | -9.3% | -8.1% |
| 7D | +0.3% | +0.5% | -0.2% | 0.0% |
| 30D | -16.5% | +19.4% | -35.9% | -23.2% |
| 3M | -42.1% | +11.9% | -54.0% | -45.9% |
| 6M | -52.9% | +48.3% | -101.1% | -62.5% |
| YTD | -28.0% | +10.3% | -38.3% | -34.9% |
| 1Y | -18.5% | +11.5% | -30.0% | -27.0% |
| 3Y | +93.9% | +17.5% | +76.3% | +56.2% |
| 5Y | +170.5% | +79.8% | +90.7% | +60.3% |
| 10Y | +704.1% | +541.5% | +162.6% | +64.3% |
| All | +2,951.0% | +1,537.4% | +1,413.6% | +159.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling