+86.4%
META vs AJG
+79.0%
+7.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.2% |
| 7D | +5.2% | +0.5% | +4.7% | +5.0% |
| 30D | -13.0% | +19.4% | -32.4% | -18.3% |
| 3M | +7.9% | +11.9% | -4.0% | +3.3% |
| 6M | +4.2% | +48.3% | -44.0% | -11.7% |
| YTD | -2.5% | +10.3% | -12.9% | -6.7% |
| 1Y | +5.6% | +11.5% | -5.9% | +0.3% |
| 3Y | +96.8% | +17.5% | +79.2% | +68.2% |
| All | +86.4% | +79.0% | +7.4% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling