+137.5%
UMC vs AJG
+12.4%
+125.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +1.3% |
| 7D | +9.0% | -8.3% | +17.3% | +1.2% |
| 30D | +17.2% | -5.7% | +22.9% | +11.9% |
| 3M | +11.4% | +9.1% | +2.3% | +23.4% |
| 6M | +137.5% | +15.2% | +122.3% | +164.0% |
| All | +137.5% | +12.4% | +125.1% | +164.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling