+7,424.6%
TPR vs AJG
+1,730.2%
+5,694.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.0% | +0.3% | -1.7% |
| 7D | -3.4% | -3.8% | +0.4% | -1.5% |
| 30D | -27.3% | +1.6% | -28.9% | -27.9% |
| 3M | -16.2% | +18.6% | -34.9% | -23.7% |
| 6M | -17.9% | +10.9% | -28.8% | -23.5% |
| YTD | -7.1% | -2.0% | -5.2% | -8.9% |
| 1Y | +13.6% | -14.9% | +28.6% | +19.5% |
| 3Y | +293.7% | +13.4% | +280.3% | +245.6% |
| 5Y | +239.1% | +83.2% | +155.9% | +126.7% |
| 10Y | +311.2% | +484.3% | -173.1% | +59.6% |
| All | +7,424.6% | +1,730.2% | +5,694.4% | +1,748.8% |
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