+5,237.2%
O vs AJG
+7,574.5%
-2,337.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -3.5% | -8.5% | +5.0% | -0.1% |
| 30D | -3.3% | -3.8% | +0.4% | -2.0% |
| 3M | -2.8% | +10.8% | -13.7% | -7.2% |
| 6M | -5.8% | +15.6% | -21.4% | -12.0% |
| YTD | +9.4% | -5.1% | +14.5% | +9.9% |
| 1Y | +5.7% | -16.0% | +21.7% | +11.0% |
| 3Y | +27.2% | +9.7% | +17.5% | +17.6% |
| 5Y | +17.2% | +77.8% | -60.6% | -12.8% |
| 10Y | +53.9% | +478.2% | -424.3% | -26.7% |
| All | +5,237.2% | +7,574.5% | -2,337.3% | +1,375.9% |
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