+274.5%
UMC vs AJG
+1,834.1%
-1,559.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.8% |
| 7D | +9.0% | -8.3% | +17.3% | +12.3% |
| 30D | +17.2% | -5.7% | +22.9% | +19.4% |
| 3M | +11.4% | +9.1% | +2.3% | +5.4% |
| 6M | +137.5% | +15.2% | +122.3% | +118.0% |
| YTD | +193.1% | -6.3% | +199.4% | +189.1% |
| 1Y | +240.3% | -19.1% | +259.4% | +254.4% |
| 3Y | +262.2% | +8.2% | +254.0% | +225.5% |
| 5Y | +143.1% | +75.6% | +67.5% | +75.9% |
| 10Y | +1,853.0% | +471.1% | +1,381.9% | +710.9% |
| All | +274.5% | +1,834.1% | -1,559.6% | -3.1% |
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