+408.0%
META vs AJG
+473.1%
-65.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.1% |
| 7D | +5.1% | -8.3% | +13.3% | +8.9% |
| 30D | +12.0% | -5.7% | +17.6% | +14.5% |
| 3M | +14.1% | +9.1% | +5.0% | +8.7% |
| 6M | -0.9% | +15.2% | -16.1% | -8.4% |
| YTD | -1.7% | -6.3% | +4.6% | -0.6% |
| 1Y | -13.4% | -19.1% | +5.7% | -6.4% |
| 3Y | +112.6% | +8.2% | +104.3% | +89.7% |
| 5Y | +72.6% | +75.6% | -3.0% | +16.9% |
| All | +408.0% | +473.1% | -65.1% | +122.1% |
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 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