+265.1%
MU vs AJG
+19.3%
+245.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +5.5% | -12.5% | -1.5% |
| 7D | -19.1% | +10.7% | -29.9% | -9.7% |
| 30D | -25.2% | +26.9% | -52.2% | -3.9% |
| 3M | -10.9% | +16.6% | -27.5% | +6.3% |
| 6M | +38.0% | +40.1% | -2.1% | +102.1% |
| YTD | +178.8% | +12.4% | +166.4% | +283.2% |
| 1Y | +265.1% | +15.9% | +249.2% | +418.2% |
| All | +265.1% | +19.3% | +245.8% | +418.2% |
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