+42,952.9%
JBL vs AJG
+7,507.6%
+35,445.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.2% | +6.3% | +5.6% |
| 7D | +2.4% | -8.3% | +10.7% | +6.1% |
| 30D | -13.1% | -5.7% | -7.4% | -11.4% |
| 3M | -15.6% | +9.1% | -24.7% | -20.4% |
| 6M | +24.6% | +15.2% | +9.4% | +13.4% |
| YTD | +39.6% | -6.3% | +45.9% | +37.8% |
| 1Y | +48.6% | -19.1% | +67.7% | +55.7% |
| 3Y | +197.3% | +8.2% | +189.0% | +162.9% |
| 5Y | +413.0% | +75.6% | +337.3% | +256.6% |
| 10Y | +1,543.9% | +471.1% | +1,072.8% | +575.7% |
| All | +42,952.9% | +7,507.6% | +35,445.3% | +8,844.2% |
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