-17.3%
META vs AJG
-12.9%
-4.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.1% |
| 7D | +6.7% | -1.8% | +8.5% | +6.8% |
| 30D | +4.8% | +4.6% | +0.1% | +4.6% |
| 3M | -1.6% | +24.9% | -26.5% | -2.1% |
| 6M | -7.5% | +17.2% | -24.7% | -7.8% |
| YTD | -6.4% | +2.2% | -8.6% | -6.4% |
| 1Y | -17.3% | -11.5% | -5.8% | -19.0% |
| All | -17.3% | -12.9% | -4.5% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling