+197.3%
JBL vs AJG
+8.2%
+189.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.2% | +6.3% | +4.7% |
| 7D | +2.4% | -8.3% | +10.7% | +0.1% |
| 30D | -13.1% | -5.7% | -7.4% | -14.3% |
| 3M | -15.6% | +9.1% | -24.7% | -13.9% |
| 6M | +24.6% | +15.2% | +9.4% | +28.8% |
| YTD | +39.6% | -6.3% | +45.9% | +41.6% |
| 1Y | +48.6% | -19.1% | +67.7% | +50.8% |
| 3Y | +197.3% | +8.2% | +189.0% | +207.0% |
| All | +197.3% | +8.2% | +189.1% | +207.0% |
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 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