+13,624.1%
MA vs AJG
+1,597.5%
+12,026.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | +1.1% |
| 7D | -1.8% | -3.8% | +2.0% | +0.6% |
| 30D | +1.4% | +1.6% | -0.2% | +0.2% |
| 3M | +17.7% | +18.6% | -0.9% | +4.9% |
| 6M | +9.7% | +10.9% | -1.2% | +1.4% |
| YTD | +0.5% | -2.0% | +2.4% | -0.3% |
| 1Y | -2.1% | -14.9% | +12.9% | +5.8% |
| 3Y | +40.1% | +13.4% | +26.7% | +22.0% |
| 5Y | +67.5% | +83.2% | -15.7% | +4.6% |
| 10Y | +505.6% | +484.3% | +21.3% | +76.8% |
| All | +13,624.1% | +1,597.5% | +12,026.6% | +2,166.1% |
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