-63.2%
W vs AJG
+74.4%
-137.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.4% | +1.7% |
| 7D | -0.9% | -8.3% | +7.4% | +2.9% |
| 30D | -4.2% | -5.7% | +1.4% | -2.0% |
| 3M | +26.9% | +9.1% | +17.8% | +20.5% |
| 6M | +31.2% | +15.2% | +16.0% | +21.1% |
| YTD | -1.8% | -6.3% | +4.5% | -0.7% |
| 1Y | +9.3% | -19.1% | +28.4% | +19.1% |
| 3Y | +33.2% | +8.2% | +25.0% | -1.0% |
| All | -63.2% | +74.4% | -137.6% | -84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling