+130.5%
URI vs AJG
+10.0%
+120.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.6% |
| 7D | +5.0% | -7.4% | +12.4% | +5.8% |
| 30D | -9.4% | -3.0% | -6.4% | -9.2% |
| 3M | -5.8% | +12.8% | -18.7% | -8.0% |
| 6M | +25.8% | +12.8% | +13.0% | +22.7% |
| YTD | +27.9% | -4.7% | +32.6% | +29.5% |
| 1Y | +9.7% | -17.2% | +26.9% | +15.0% |
| All | +130.5% | +10.0% | +120.5% | +121.2% |
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