-7.2%
JD vs AJG
+9.5%
-16.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -2.6% | -8.5% | +5.9% | -2.3% |
| 30D | -15.4% | -3.8% | -11.6% | -15.2% |
| 3M | -5.0% | +10.8% | -15.8% | -4.9% |
| 6M | +0.9% | +15.6% | -14.7% | +1.2% |
| YTD | -2.5% | -5.1% | +2.6% | -0.8% |
| 1Y | -16.0% | -16.0% | 0.0% | -13.6% |
| All | -7.2% | +9.5% | -16.7% | -7.0% |
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