+104,499.0%
MU vs AJG
+11,671.2%
+92,827.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | 0.0% |
| 7D | +7.2% | -3.8% | +10.9% | +8.7% |
| 30D | +14.0% | +1.6% | +12.4% | +12.9% |
| 3M | +5.4% | +18.6% | -13.2% | -4.4% |
| 6M | +170.3% | +10.9% | +159.4% | +148.1% |
| YTD | +250.7% | -2.0% | +252.6% | +236.1% |
| 1Y | +662.1% | -14.9% | +677.1% | +669.6% |
| 3Y | +1,341.2% | +13.4% | +1,327.8% | +1,140.9% |
| 5Y | +1,319.3% | +83.2% | +1,236.1% | +874.6% |
| 10Y | +5,778.3% | +484.3% | +5,294.0% | +2,359.9% |
| All | +104,499.0% | +11,671.2% | +92,827.7% | +17,674.8% |
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