+192.4%
ON vs AJG
+2,844.0%
-2,651.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -4.7% | -8.5% | +3.8% | -1.2% |
| 30D | -13.5% | -3.8% | -9.7% | -12.4% |
| 3M | -36.3% | +10.8% | -47.1% | -40.6% |
| 6M | +17.8% | +15.6% | +2.1% | +6.5% |
| YTD | +29.6% | -5.1% | +34.7% | +26.7% |
| 1Y | +45.8% | -16.0% | +61.8% | +49.6% |
| 3Y | -28.3% | +9.7% | -38.1% | -37.8% |
| 5Y | +49.6% | +77.8% | -28.2% | +3.2% |
| 10Y | +583.9% | +478.2% | +105.7% | +195.8% |
| All | +192.4% | +2,844.0% | -2,651.6% | -17.5% |
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