+1,278.0%
AAPL vs AJG
+473.1%
+804.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +3.0% | +2.3% |
| 7D | +3.8% | -8.3% | +12.1% | +8.1% |
| 30D | +9.9% | -5.7% | +15.6% | +12.8% |
| 3M | +12.5% | +9.1% | +3.4% | +7.3% |
| 6M | +27.6% | +15.2% | +12.4% | +17.6% |
| YTD | +22.6% | -6.3% | +28.8% | +24.3% |
| 1Y | +45.0% | -19.1% | +64.1% | +58.1% |
| 3Y | +87.8% | +8.2% | +79.5% | +66.7% |
| 5Y | +128.7% | +75.6% | +53.0% | +49.0% |
| All | +1,278.0% | +473.1% | +804.9% | +471.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling