+2,714.4%
MMM vs AJG
+11,290.2%
-8,575.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -3.2% | -8.5% | +5.3% | -0.8% |
| 30D | -10.7% | -3.8% | -6.9% | -9.8% |
| 3M | +4.3% | +10.8% | -6.5% | +0.8% |
| 6M | +5.9% | +15.6% | -9.7% | +0.8% |
| YTD | +3.2% | -5.1% | +8.3% | +3.4% |
| 1Y | +8.0% | -16.0% | +24.0% | +11.9% |
| 3Y | +99.1% | +9.7% | +89.3% | +90.5% |
| 5Y | +25.7% | +77.8% | -52.1% | +4.6% |
| 10Y | +53.3% | +478.2% | -424.9% | -6.6% |
| All | +2,714.4% | +11,290.2% | -8,575.8% | +883.1% |
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