+10.8%
O vs AJG
-12.9%
+23.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | -0.7% | -1.8% | +1.1% | -0.6% |
| 30D | -1.9% | +4.6% | -6.5% | -2.3% |
| 3M | +3.8% | +24.9% | -21.1% | +2.8% |
| 6M | -4.7% | +17.2% | -21.9% | -5.3% |
| YTD | +12.5% | +2.2% | +10.3% | +12.7% |
| 1Y | +10.8% | -11.5% | +22.4% | +13.4% |
| All | +10.8% | -12.9% | +23.7% | +13.4% |
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 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