+6,770.4%
MELI vs AJG
+1,267.8%
+5,502.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | +0.4% |
| 7D | -4.1% | -8.3% | +4.2% | +1.6% |
| 30D | +3.8% | -5.7% | +9.5% | +7.9% |
| 3M | +17.8% | +9.1% | +8.8% | +10.2% |
| 6M | +7.4% | +15.2% | -7.8% | -3.8% |
| YTD | -5.8% | -6.3% | +0.5% | -4.1% |
| 1Y | -18.9% | -19.1% | +0.3% | -9.2% |
| 3Y | +33.3% | +8.2% | +25.1% | +15.2% |
| 5Y | +2.7% | +75.6% | -72.9% | -36.6% |
| 10Y | +962.9% | +471.1% | +491.8% | +172.8% |
| All | +6,770.4% | +1,267.8% | +5,502.6% | +865.1% |
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