+485.4%
P vs AJG
+655.2%
-169.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +2.0% |
| 7D | +6.5% | -1.8% | +8.4% | +7.4% |
| 30D | +18.8% | +4.6% | +14.2% | +16.0% |
| 3M | +26.7% | +24.9% | +1.8% | +11.1% |
| 6M | +62.2% | +17.2% | +45.0% | +45.7% |
| YTD | +48.5% | +2.2% | +46.3% | +42.0% |
| 1Y | +26.4% | -11.5% | +37.9% | +30.1% |
| 3Y | +159.4% | +16.7% | +142.7% | +109.7% |
| 5Y | +275.8% | +89.6% | +186.2% | +108.8% |
| 10Y | +732.0% | +512.4% | +219.6% | +85.1% |
| All | +485.4% | +655.2% | -169.8% | +8.4% |
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 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