+1,527.5%
META vs AJG
+928.5%
+599.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.7% |
| 7D | +6.7% | -1.8% | +8.5% | +7.6% |
| 30D | +4.8% | +4.6% | +0.1% | +2.5% |
| 3M | -1.6% | +24.9% | -26.5% | -11.9% |
| 6M | -7.5% | +17.2% | -24.7% | -15.1% |
| YTD | -6.4% | +2.2% | -8.6% | -8.9% |
| 1Y | -17.3% | -11.5% | -5.8% | -14.1% |
| 3Y | +109.9% | +16.7% | +93.2% | +82.2% |
| 5Y | +65.4% | +89.6% | -24.3% | +9.4% |
| 10Y | +391.8% | +512.4% | -120.6% | +77.6% |
| All | +1,527.5% | +928.5% | +599.0% | +418.4% |
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