-38.4%
U vs AJG
+150.6%
-189.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | 0.0% | -8.5% | +8.5% | +3.4% |
| 30D | -4.1% | -3.8% | -0.3% | -2.8% |
| 3M | +57.8% | +10.8% | +47.0% | +49.9% |
| 6M | +103.5% | +15.6% | +87.9% | +89.2% |
| YTD | -4.8% | -5.1% | +0.4% | -4.2% |
| 1Y | -2.4% | -16.0% | +13.6% | +4.0% |
| 3Y | +11.7% | +9.7% | +1.9% | -10.2% |
| 5Y | -68.9% | +77.8% | -146.7% | -82.5% |
| All | -38.4% | +150.6% | -189.1% | -68.0% |
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