+272.6%
P vs AJG
+74.4%
+198.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.6% | +4.5% |
| 7D | -1.3% | -8.3% | +6.9% | -0.1% |
| 30D | -11.9% | -5.7% | -6.2% | -11.3% |
| 3M | +41.6% | +9.1% | +32.5% | +37.2% |
| 6M | +58.1% | +15.2% | +42.9% | +50.5% |
| YTD | +46.5% | -6.3% | +52.8% | +47.8% |
| 1Y | +19.1% | -19.1% | +38.2% | +27.0% |
| 3Y | +150.6% | +8.2% | +142.4% | +113.6% |
| All | +272.6% | +74.4% | +198.2% | +102.6% |
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