+127.8%
AAPL vs AJG
+74.4%
+53.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +3.0% | +2.2% |
| 7D | +3.8% | -8.3% | +12.1% | +7.1% |
| 30D | +9.9% | -5.7% | +15.6% | +12.1% |
| 3M | +12.5% | +9.1% | +3.4% | +8.6% |
| 6M | +27.6% | +15.2% | +12.4% | +20.2% |
| YTD | +22.6% | -6.3% | +28.8% | +24.9% |
| 1Y | +45.0% | -19.1% | +64.1% | +57.5% |
| 3Y | +87.8% | +8.2% | +79.5% | +65.1% |
| All | +127.8% | +74.4% | +53.4% | +36.4% |
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