+295.2%
WBD vs AJG
+1,528.1%
-1,232.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | 0.0% |
| 7D | -0.7% | -8.3% | +7.5% | +3.0% |
| 30D | +1.4% | -5.7% | +7.1% | +3.8% |
| 3M | +4.4% | +9.1% | -4.7% | -0.5% |
| 6M | +0.8% | +15.2% | -14.4% | -6.9% |
| YTD | -2.7% | -6.3% | +3.6% | -2.1% |
| 1Y | +73.4% | -19.1% | +92.5% | +85.7% |
| 3Y | +142.1% | +8.2% | +133.9% | +121.4% |
| 5Y | +7.2% | +75.6% | -68.4% | -23.9% |
| 10Y | +14.2% | +471.1% | -456.9% | -56.6% |
| All | +295.2% | +1,528.1% | -1,232.9% | -9.2% |
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 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