+504.9%
ABBV vs AJG
+473.1%
+31.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +1.3% |
| 7D | +0.3% | -8.3% | +8.5% | +3.6% |
| 30D | +3.4% | -5.7% | +9.0% | +5.6% |
| 3M | +15.2% | +9.1% | +6.1% | +10.9% |
| 6M | +14.7% | +15.2% | -0.5% | +7.5% |
| YTD | +15.2% | -6.3% | +21.5% | +16.6% |
| 1Y | +20.4% | -19.1% | +39.5% | +29.4% |
| 3Y | +91.3% | +8.2% | +83.1% | +77.5% |
| 5Y | +189.6% | +75.6% | +113.9% | +106.4% |
| All | +504.9% | +473.1% | +31.8% | +105.2% |
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 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