+719.8%
MU vs AJG
-12.9%
+732.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.5% | +7.6% | +4.6% |
| 7D | +9.0% | -1.8% | +10.8% | +7.1% |
| 30D | +13.8% | +4.6% | +9.2% | +19.5% |
| 3M | +2.1% | +24.9% | -22.8% | +28.3% |
| 6M | +153.8% | +17.2% | +136.6% | +216.5% |
| YTD | +256.4% | +2.2% | +254.2% | +323.2% |
| 1Y | +719.8% | -11.5% | +731.3% | +846.9% |
| All | +719.8% | -12.9% | +732.6% | +846.9% |
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