+433.8%
MAR vs AJG
+473.1%
-39.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.4% |
| 7D | -0.5% | -8.3% | +7.7% | +4.3% |
| 30D | -5.4% | -5.7% | +0.3% | -2.5% |
| 3M | -15.5% | +9.1% | -24.6% | -20.5% |
| 6M | +3.0% | +15.2% | -12.3% | -6.9% |
| YTD | +8.5% | -6.3% | +14.8% | +9.9% |
| 1Y | +26.0% | -19.1% | +45.1% | +39.3% |
| 3Y | +68.6% | +8.2% | +60.4% | +47.4% |
| 5Y | +157.4% | +75.6% | +81.7% | +54.6% |
| All | +433.8% | +473.1% | -39.3% | +55.3% |
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