+67.6%
MA vs AJG
+75.6%
-7.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -3.5% | -8.5% | +5.0% | +0.8% |
| 30D | +0.7% | -3.8% | +4.5% | +2.5% |
| 3M | +15.8% | +10.8% | +5.0% | +9.2% |
| 6M | +10.2% | +15.6% | -5.4% | +1.5% |
| YTD | -0.5% | -5.1% | +4.6% | +0.9% |
| 1Y | -1.8% | -16.0% | +14.2% | +6.0% |
| 3Y | +38.7% | +9.7% | +29.0% | +23.5% |
| 5Y | +67.6% | +77.8% | -10.2% | +2.2% |
| All | +67.6% | +75.6% | -7.9% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling