+5,731.6%
MU vs AJG
+473.1%
+5,258.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | -4.1% | -8.3% | +4.2% | -1.3% |
| 30D | +7.0% | -5.7% | +12.7% | +8.8% |
| 3M | -2.1% | +9.1% | -11.1% | -8.2% |
| 6M | +133.1% | +15.2% | +117.9% | +109.6% |
| YTD | +241.9% | -6.3% | +248.2% | +237.5% |
| 1Y | +548.8% | -19.1% | +567.9% | +588.1% |
| 3Y | +1,308.2% | +8.2% | +1,300.0% | +1,066.6% |
| 5Y | +1,260.7% | +75.6% | +1,185.1% | +665.5% |
| All | +5,731.6% | +473.1% | +5,258.5% | +1,368.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling