+277.0%
IR vs AJG
+412.4%
-135.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.8% | -0.5% |
| 7D | -1.9% | -7.4% | +5.5% | +2.3% |
| 30D | -15.0% | -3.0% | -12.1% | -13.8% |
| 3M | -0.4% | +12.8% | -13.3% | -8.3% |
| 6M | -15.0% | +12.8% | -27.9% | -22.4% |
| YTD | -7.1% | -4.7% | -2.3% | -6.6% |
| 1Y | -7.5% | -17.2% | +9.7% | +0.9% |
| 3Y | +6.3% | +10.2% | -3.9% | -7.6% |
| 5Y | +37.3% | +76.9% | -39.6% | -15.0% |
| All | +277.0% | +412.4% | -135.3% | +31.2% |
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