+1,514.2%
RF vs AJG
+12,164.6%
-10,650.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.8% |
| 7D | +1.3% | -1.8% | +3.1% | +2.3% |
| 30D | -3.6% | +4.6% | -8.3% | -6.2% |
| 3M | +8.1% | +24.9% | -16.8% | -5.5% |
| 6M | +11.5% | +17.2% | -5.7% | +0.4% |
| YTD | +15.6% | +2.2% | +13.4% | +11.3% |
| 1Y | +15.7% | -11.5% | +27.2% | +20.2% |
| 3Y | +86.9% | +16.7% | +70.2% | +61.3% |
| 5Y | +89.8% | +89.6% | +0.2% | +22.5% |
| 10Y | +344.7% | +512.4% | -167.7% | +55.6% |
| All | +1,514.2% | +12,164.6% | -10,650.5% | +168.0% |
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