+11,026.4%
JPM vs AJG
+11,290.2%
-263.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -2.3% | -8.5% | +6.2% | +2.2% |
| 30D | -2.3% | -3.8% | +1.4% | -0.6% |
| 3M | +14.9% | +10.8% | +4.1% | +7.5% |
| 6M | +23.6% | +15.6% | +8.0% | +12.4% |
| YTD | +11.3% | -5.1% | +16.4% | +11.5% |
| 1Y | +19.9% | -16.0% | +35.9% | +27.3% |
| 3Y | +162.6% | +9.7% | +152.8% | +136.2% |
| 5Y | +154.6% | +77.8% | +76.8% | +74.2% |
| 10Y | +589.9% | +478.2% | +111.7% | +154.8% |
| All | +11,026.4% | +11,290.2% | -263.8% | +1,576.7% |
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