+14,875.9%
MO vs AJG
+11,150.2%
+3,725.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +0.1% | -8.3% | +8.4% | +1.9% |
| 30D | +7.1% | -5.7% | +12.8% | +8.4% |
| 3M | -2.0% | +9.1% | -11.0% | -3.7% |
| 6M | +7.3% | +15.2% | -7.9% | +3.9% |
| YTD | +23.5% | -6.3% | +29.7% | +24.3% |
| 1Y | +11.0% | -19.1% | +30.1% | +15.1% |
| 3Y | +95.0% | +8.2% | +86.8% | +89.2% |
| 5Y | +100.6% | +75.6% | +25.0% | +74.9% |
| 10Y | +114.5% | +471.1% | -356.6% | +49.4% |
| All | +14,875.9% | +11,150.2% | +3,725.7% | +5,750.9% |
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