+110.2%
T vs AJG
+8.2%
+102.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.2% |
| 7D | +1.5% | -8.3% | +9.8% | +3.1% |
| 30D | +7.5% | -5.7% | +13.1% | +8.6% |
| 3M | +14.8% | +9.1% | +5.7% | +13.0% |
| 6M | -1.7% | +15.2% | -17.0% | -4.4% |
| YTD | +8.7% | -6.3% | +15.0% | +10.7% |
| 1Y | -7.5% | -19.1% | +11.7% | -2.4% |
| 3Y | +110.2% | +8.2% | +102.0% | +112.0% |
| All | +110.2% | +8.2% | +102.1% | +112.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling