+2,261.2%
NDAQ vs AJG
+1,357.2%
+904.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | +0.7% |
| 7D | -1.6% | -7.4% | +5.8% | +2.6% |
| 30D | -1.5% | -3.0% | +1.5% | -0.1% |
| 3M | +8.0% | +12.8% | -4.8% | +0.4% |
| 6M | +7.7% | +12.8% | -5.1% | -0.4% |
| YTD | -2.3% | -4.7% | +2.4% | -1.7% |
| 1Y | +0.6% | -17.2% | +17.8% | +8.7% |
| 3Y | +90.9% | +10.2% | +80.7% | +71.6% |
| 5Y | +52.5% | +76.9% | -24.5% | +3.0% |
| 10Y | +380.3% | +480.5% | -100.3% | +63.2% |
| All | +2,261.2% | +1,357.2% | +904.1% | +399.5% |
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 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