+50.8%
NDAQ vs AJG
+74.4%
-23.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | -0.1% |
| 7D | -5.6% | -8.3% | +2.7% | -2.2% |
| 30D | -4.4% | -5.7% | +1.3% | -2.2% |
| 3M | +5.9% | +9.1% | -3.2% | +1.6% |
| 6M | +7.7% | +15.2% | -7.5% | +0.7% |
| YTD | -5.2% | -6.3% | +1.1% | -3.7% |
| 1Y | -3.4% | -19.1% | +15.8% | +4.8% |
| 3Y | +85.6% | +8.2% | +77.4% | +67.9% |
| All | +50.8% | +74.4% | -23.6% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling