+127.6%
MOD vs AJG
+15.2%
+112.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | -1.2% |
| 7D | +16.1% | -3.8% | +19.9% | +14.4% |
| 30D | -38.5% | +19.1% | -57.6% | -34.3% |
| 3M | -46.8% | +8.8% | -55.7% | -44.4% |
| 6M | -61.6% | +41.3% | -102.9% | -58.1% |
| YTD | -20.5% | +8.1% | -28.6% | -14.6% |
| 1Y | -28.0% | +9.6% | -37.7% | -22.5% |
| All | +127.6% | +15.2% | +112.4% | +141.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling