-55.3%
ADBE vs AJG
+8.2%
-63.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.8% |
| 7D | -5.4% | -8.3% | +2.9% | -2.1% |
| 30D | -2.5% | -5.7% | +3.2% | -0.3% |
| 3M | +15.3% | +9.1% | +6.2% | +12.6% |
| 6M | -7.8% | +15.2% | -23.1% | -11.7% |
| YTD | -27.9% | -6.3% | -21.6% | -26.8% |
| 1Y | -28.0% | -19.1% | -8.9% | -23.7% |
| 3Y | -55.3% | +8.2% | -63.5% | -60.1% |
| All | -55.3% | +8.2% | -63.5% | -60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling