+262.2%
UMC vs AJG
+8.2%
+254.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.0% |
| 7D | +9.0% | -8.3% | +17.3% | +6.8% |
| 30D | +17.2% | -5.7% | +22.9% | +15.8% |
| 3M | +11.4% | +9.1% | +2.3% | +13.0% |
| 6M | +137.5% | +15.2% | +122.3% | +141.5% |
| YTD | +193.1% | -6.3% | +199.4% | +198.3% |
| 1Y | +240.3% | -19.1% | +259.4% | +254.4% |
| 3Y | +262.2% | +8.2% | +254.0% | +250.5% |
| All | +262.2% | +8.2% | +254.0% | +250.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling