+503.0%
MA vs AJG
+473.1%
+29.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.4% |
| 7D | -1.7% | -8.3% | +6.5% | +3.6% |
| 30D | +1.7% | -5.7% | +7.4% | +5.2% |
| 3M | +17.2% | +9.1% | +8.1% | +10.0% |
| 6M | +13.3% | +15.2% | -1.9% | +2.2% |
| YTD | +0.2% | -6.3% | +6.5% | +2.4% |
| 1Y | -2.7% | -19.1% | +16.4% | +8.9% |
| 3Y | +39.1% | +8.2% | +30.8% | +22.9% |
| 5Y | +68.8% | +75.6% | -6.9% | +2.2% |
| All | +503.0% | +473.1% | +29.9% | +83.7% |
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 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