-7.5%
T vs AJG
-17.2%
+9.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.1% |
| 7D | +1.5% | -8.3% | +9.8% | +2.4% |
| 30D | +7.5% | -5.7% | +13.1% | +8.1% |
| 3M | +14.8% | +9.1% | +5.7% | +14.6% |
| 6M | -1.7% | +15.2% | -17.0% | -2.2% |
| YTD | +8.7% | -6.3% | +15.0% | +11.4% |
| 1Y | -7.5% | -19.1% | +11.7% | -6.0% |
| All | -7.5% | -17.2% | +9.7% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling