+1,546.8%
META vs AJG
+988.5%
+558.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.1% |
| 7D | +3.1% | -3.8% | +6.8% | +4.7% |
| 30D | -18.2% | +19.1% | -37.3% | -24.6% |
| 3M | +7.8% | +8.8% | -1.0% | +2.9% |
| 6M | +3.6% | +41.3% | -37.7% | -13.3% |
| YTD | -5.3% | +8.1% | -13.4% | -10.8% |
| 1Y | +2.7% | +9.6% | -6.9% | -4.1% |
| 3Y | +91.5% | +15.0% | +76.5% | +67.6% |
| 5Y | +84.7% | +76.2% | +8.5% | +26.6% |
| 10Y | +429.0% | +528.7% | -99.7% | +87.8% |
| All | +1,546.8% | +988.5% | +558.3% | +407.5% |
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 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