+34,426.4%
TQQQ vs AJG
+1,479.1%
+32,947.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +4.2% |
| 7D | -1.9% | -8.3% | +6.4% | +10.0% |
| 30D | -4.9% | -5.7% | +0.8% | +1.4% |
| 3M | -6.4% | +9.1% | -15.5% | -25.1% |
| 6M | +44.4% | +15.2% | +29.2% | +1.0% |
| YTD | +35.2% | -6.3% | +41.5% | +23.0% |
| 1Y | +49.5% | -19.1% | +68.6% | +63.6% |
| 3Y | +250.7% | +8.2% | +242.5% | +103.1% |
| 5Y | +104.7% | +75.6% | +29.1% | -44.9% |
| 10Y | +3,029.5% | +471.1% | +2,558.4% | +11.2% |
| All | +34,426.4% | +1,479.1% | +32,947.3% | +120.0% |
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