+14,709.9%
TER vs AJG
+11,290.2%
+3,419.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.3% |
| 7D | +9.4% | -8.5% | +17.9% | +13.4% |
| 30D | -2.4% | -3.8% | +1.3% | -1.4% |
| 3M | +6.5% | +10.8% | -4.3% | -1.5% |
| 6M | +23.2% | +15.6% | +7.6% | +10.1% |
| YTD | +91.5% | -5.1% | +96.6% | +85.3% |
| 1Y | +214.8% | -16.0% | +230.8% | +219.1% |
| 3Y | +275.3% | +9.7% | +265.6% | +222.6% |
| 5Y | +211.9% | +77.8% | +134.1% | +112.6% |
| 10Y | +1,825.5% | +478.2% | +1,347.2% | +659.5% |
| All | +14,709.9% | +11,290.2% | +3,419.7% | +1,579.7% |
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