+2,441.5%
MAR vs AJG
+4,955.2%
-2,513.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -2.1% | -8.5% | +6.4% | +1.9% |
| 30D | -5.7% | -3.8% | -1.9% | -4.1% |
| 3M | -14.6% | +10.8% | -25.4% | -19.2% |
| 6M | +1.3% | +15.6% | -14.3% | -6.5% |
| YTD | +6.7% | -5.1% | +11.8% | +7.0% |
| 1Y | +26.4% | -16.0% | +42.5% | +33.9% |
| 3Y | +64.7% | +9.7% | +55.0% | +50.7% |
| 5Y | +153.1% | +77.8% | +75.2% | +83.0% |
| 10Y | +437.9% | +478.2% | -40.4% | +131.9% |
| All | +2,441.5% | +4,955.2% | -2,513.8% | +442.8% |
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