+6,893.4%
URI vs AJG
+6,593.5%
+300.0%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.5% |
| 7D | -2.0% | -1.8% | -0.2% | -1.0% |
| 30D | -12.9% | +4.6% | -17.6% | -15.5% |
| 3M | -6.7% | +24.9% | -31.6% | -19.5% |
| 6M | +19.0% | +17.2% | +1.8% | +5.5% |
| YTD | +25.5% | +2.2% | +23.4% | +19.7% |
| 1Y | +5.5% | -11.5% | +17.1% | +8.9% |
| 3Y | +111.3% | +16.7% | +94.6% | +78.8% |
| 5Y | +198.6% | +89.6% | +108.9% | +87.0% |
| 10Y | +1,179.9% | +512.4% | +667.5% | +311.8% |
| All | +6,893.4% | +6,593.5% | +300.0% | +770.8% |
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