+95.7%
QQQ vs AJG
+74.4%
+21.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.2% |
| 7D | -0.6% | -8.3% | +7.7% | +1.5% |
| 30D | -1.2% | -5.7% | +4.5% | 0.0% |
| 3M | -0.2% | +9.1% | -9.3% | -3.7% |
| 6M | +17.9% | +15.2% | +2.7% | +11.3% |
| YTD | +16.6% | -6.3% | +22.9% | +18.0% |
| 1Y | +23.0% | -19.1% | +42.1% | +31.8% |
| 3Y | +92.9% | +8.2% | +84.7% | +69.1% |
| All | +95.7% | +74.4% | +21.4% | +18.9% |
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 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