-25.9%
ADBE vs AJG
+19.3%
-45.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | -2.1% |
| 7D | -0.5% | +10.7% | -11.2% | -6.2% |
| 30D | +4.1% | +26.9% | -22.8% | -8.8% |
| 3M | -3.5% | +16.6% | -20.1% | -11.7% |
| 6M | -2.2% | +40.1% | -42.3% | -16.2% |
| YTD | -29.0% | +12.4% | -41.5% | -34.5% |
| 1Y | -25.9% | +15.9% | -41.8% | -32.3% |
| All | -25.9% | +19.3% | -45.2% | -32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling