+5.4%
MOD vs AJG
+12.1%
-6.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +2.0% | +25.8% | +29.3% |
| 7D | +40.4% | +0.5% | +39.9% | +40.4% |
| 30D | -14.0% | +19.4% | -33.4% | -2.3% |
| 3M | -33.3% | +11.9% | -45.3% | -26.6% |
| 6M | -51.4% | +48.3% | -99.7% | -41.0% |
| YTD | +1.6% | +10.3% | -8.7% | +16.1% |
| 1Y | +5.4% | +11.5% | -6.1% | +22.6% |
| All | +5.4% | +12.1% | -6.8% | +22.6% |
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