+16.5%
JD vs AJG
+473.1%
-456.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.6% |
| 7D | -4.2% | -8.3% | +4.0% | -1.4% |
| 30D | -14.4% | -5.7% | -8.7% | -12.7% |
| 3M | -3.6% | +9.1% | -12.6% | -6.8% |
| 6M | -0.3% | +15.2% | -15.5% | -6.2% |
| YTD | -2.4% | -6.3% | +3.9% | -1.1% |
| 1Y | -18.5% | -19.1% | +0.6% | -12.9% |
| 3Y | -7.0% | +8.2% | -15.3% | -15.2% |
| 5Y | -61.7% | +75.6% | -137.3% | -73.2% |
| All | +16.5% | +473.1% | -456.6% | -46.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling