+74.5%
META vs AJG
+77.5%
-3.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.9% | +9.4% | +7.6% |
| 7D | +10.3% | -7.4% | +17.6% | +13.3% |
| 30D | +9.9% | -3.0% | +12.8% | +10.8% |
| 3M | +11.9% | +12.8% | -0.9% | +5.9% |
| 6M | +1.2% | +12.8% | -11.7% | -4.7% |
| YTD | -0.8% | -4.7% | +4.0% | +0.2% |
| 1Y | -14.3% | -17.2% | +2.9% | -7.8% |
| 3Y | +121.4% | +10.2% | +111.2% | +88.5% |
| 5Y | +74.5% | +76.9% | -2.5% | -2.5% |
| All | +74.5% | +77.5% | -3.0% | -2.5% |
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