+1,594.6%
META vs AJG
+1,010.7%
+583.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.0% |
| 7D | +5.2% | +0.5% | +4.7% | +5.0% |
| 30D | -13.0% | +19.4% | -32.4% | -19.8% |
| 3M | +7.9% | +11.9% | -4.0% | +1.8% |
| 6M | +4.2% | +48.3% | -44.0% | -14.6% |
| YTD | -2.5% | +10.3% | -12.9% | -9.0% |
| 1Y | +5.6% | +11.5% | -5.9% | -2.1% |
| 3Y | +96.8% | +17.5% | +79.2% | +70.6% |
| 5Y | +90.0% | +79.8% | +10.3% | +29.2% |
| 10Y | +444.3% | +541.5% | -97.2% | +91.7% |
| All | +1,594.6% | +1,010.7% | +583.8% | +417.9% |
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