+69.5%
T vs AJG
+74.4%
-4.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.3% |
| 7D | +1.5% | -8.3% | +9.8% | +3.3% |
| 30D | +7.5% | -5.7% | +13.1% | +8.8% |
| 3M | +14.8% | +9.1% | +5.7% | +12.5% |
| 6M | -1.7% | +15.2% | -17.0% | -5.1% |
| YTD | +8.7% | -6.3% | +15.0% | +10.2% |
| 1Y | -7.5% | -19.1% | +11.7% | -2.8% |
| 3Y | +110.2% | +8.2% | +102.0% | +105.4% |
| All | +69.5% | +74.4% | -4.8% | +41.9% |
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