+310.8%
TMUS vs AJG
+1,363.8%
-1,053.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | -1.0% |
| 7D | -5.3% | -7.4% | +2.1% | -1.8% |
| 30D | +0.1% | -3.0% | +3.1% | +1.4% |
| 3M | -0.6% | +12.8% | -13.5% | -6.6% |
| 6M | -17.5% | +12.8% | -30.4% | -23.0% |
| YTD | -11.3% | -4.7% | -6.5% | -10.6% |
| 1Y | -25.4% | -17.2% | -8.2% | -19.9% |
| 3Y | +35.5% | +10.2% | +25.3% | +24.0% |
| 5Y | +41.9% | +76.9% | -35.0% | +0.2% |
| 10Y | +317.8% | +480.5% | -162.7% | +54.6% |
| All | +310.8% | +1,363.8% | -1,053.0% | +0.6% |
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