+1,149.0%
ABBV vs AJG
+813.4%
+335.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | -2.0% | -8.5% | +6.5% | +1.8% |
| 30D | +2.0% | -3.8% | +5.7% | +3.5% |
| 3M | +14.2% | +10.8% | +3.3% | +8.8% |
| 6M | +14.1% | +15.6% | -1.5% | +6.1% |
| YTD | +14.2% | -5.1% | +19.4% | +15.0% |
| 1Y | +24.2% | -16.0% | +40.3% | +31.9% |
| 3Y | +89.8% | +9.7% | +80.0% | +73.6% |
| 5Y | +187.2% | +77.8% | +109.4% | +98.0% |
| 10Y | +506.7% | +478.2% | +28.5% | +90.9% |
| All | +1,149.0% | +813.4% | +335.6% | +227.8% |
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 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