+507.5%
XYZ vs AJG
+574.8%
-67.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | +1.2% |
| 7D | -3.7% | -7.4% | +3.7% | +1.9% |
| 30D | +0.5% | -3.0% | +3.5% | +2.4% |
| 3M | +16.3% | +12.8% | +3.4% | +4.5% |
| 6M | +21.1% | +12.8% | +8.3% | +7.9% |
| YTD | +22.0% | -4.7% | +26.7% | +23.2% |
| 1Y | +5.2% | -17.2% | +22.4% | +17.3% |
| 3Y | +49.6% | +10.2% | +39.4% | +18.1% |
| 5Y | -68.4% | +76.9% | -145.4% | -84.1% |
| 10Y | +604.5% | +480.5% | +124.0% | +43.2% |
| All | +507.5% | +574.8% | -67.3% | +10.3% |
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 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