-21.2%
TMUS vs AJG
+19.3%
-40.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.5% | -2.4% | +1.6% |
| 7D | +7.5% | +10.7% | -3.2% | +4.7% |
| 30D | -3.3% | +26.9% | -30.2% | -8.5% |
| 3M | -9.7% | +16.6% | -26.2% | -13.0% |
| 6M | -17.2% | +40.1% | -57.3% | -21.9% |
| YTD | -20.3% | +12.4% | -32.8% | -20.7% |
| 1Y | -21.2% | +15.9% | -37.1% | -21.5% |
| All | -21.2% | +19.3% | -40.5% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling