-51.4%
MOD vs AJG
+46.1%
-97.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +2.0% | +25.8% | +30.1% |
| 7D | +40.4% | +0.5% | +39.9% | +40.4% |
| 30D | -14.0% | +19.4% | -33.4% | +5.5% |
| 3M | -33.3% | +11.9% | -45.3% | -23.1% |
| 6M | -51.4% | +48.3% | -99.7% | -20.6% |
| All | -51.4% | +46.1% | -97.5% | -20.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling