+43.1%
MOD vs AJG
-12.9%
+56.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +3.4% |
| 7D | +9.6% | -1.8% | +11.4% | +8.4% |
| 30D | 0.0% | +4.6% | -4.6% | +3.2% |
| 3M | -35.4% | +24.9% | -60.3% | -27.8% |
| 6M | -7.3% | +17.2% | -24.5% | +2.4% |
| YTD | +45.8% | +2.2% | +43.6% | +53.2% |
| 1Y | +43.1% | -11.5% | +54.7% | +41.9% |
| All | +43.1% | -12.9% | +56.0% | +41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling