+1,862.1%
T vs AJG
+11,290.2%
-9,428.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -2.4% | -8.5% | +6.1% | -0.3% |
| 30D | +4.3% | -3.8% | +8.1% | +5.2% |
| 3M | +11.6% | +10.8% | +0.7% | +8.4% |
| 6M | -5.6% | +15.6% | -21.2% | -9.5% |
| YTD | +6.6% | -5.1% | +11.7% | +7.0% |
| 1Y | -8.4% | -16.0% | +7.7% | -5.3% |
| 3Y | +107.8% | +9.7% | +98.1% | +99.2% |
| 5Y | +68.3% | +77.8% | -9.5% | +41.2% |
| 10Y | +71.1% | +478.2% | -407.1% | +7.4% |
| All | +1,862.1% | +11,290.2% | -9,428.0% | +630.0% |
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