+47.5%
TMUS vs AJG
+74.4%
-26.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.4% |
| 7D | +0.4% | -8.3% | +8.7% | +3.5% |
| 30D | +3.5% | -5.7% | +9.2% | +5.6% |
| 3M | -1.3% | +9.1% | -10.4% | -4.5% |
| 6M | -13.6% | +15.2% | -28.8% | -18.3% |
| YTD | -8.8% | -6.3% | -2.5% | -6.9% |
| 1Y | -22.9% | -19.1% | -3.8% | -16.7% |
| 3Y | +36.7% | +8.2% | +28.5% | +29.1% |
| All | +47.5% | +74.4% | -26.9% | +14.4% |
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