+1,809.4%
MOD vs AJG
+12,880.4%
-11,071.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | +0.2% |
| 7D | +16.1% | -3.8% | +19.9% | +17.9% |
| 30D | -38.5% | +19.1% | -57.6% | -44.2% |
| 3M | -46.8% | +8.8% | -55.7% | -50.1% |
| 6M | -61.6% | +41.3% | -102.9% | -69.1% |
| YTD | -20.5% | +8.1% | -28.6% | -28.1% |
| 1Y | -28.0% | +9.6% | -37.7% | -35.7% |
| 3Y | +134.9% | +15.0% | +120.0% | +96.5% |
| 5Y | +833.2% | +76.2% | +757.0% | +528.8% |
| 10Y | +834.8% | +528.7% | +306.1% | +238.1% |
| All | +1,809.4% | +12,880.4% | -11,071.0% | +211.3% |
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