+5,909.9%
TGT vs AJG
+11,150.2%
-5,240.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | -5.2% | -8.3% | +3.0% | -2.6% |
| 30D | +1.2% | -5.7% | +6.9% | +3.1% |
| 3M | +18.4% | +9.1% | +9.3% | +14.8% |
| 6M | +33.4% | +15.2% | +18.2% | +26.4% |
| YTD | +63.8% | -6.3% | +70.1% | +65.3% |
| 1Y | +77.2% | -19.1% | +96.3% | +87.2% |
| 3Y | +41.8% | +8.2% | +33.6% | +33.4% |
| 5Y | -25.5% | +75.6% | -101.2% | -40.5% |
| 10Y | +204.9% | +471.1% | -266.2% | +63.9% |
| All | +5,909.9% | +11,150.2% | -5,240.3% | +1,355.0% |
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