-60.9%
ADBE vs AJG
+74.4%
-135.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +2.0% |
| 7D | -5.4% | -8.3% | +2.9% | -0.8% |
| 30D | -2.5% | -5.7% | +3.2% | +0.5% |
| 3M | +15.3% | +9.1% | +6.2% | +10.3% |
| 6M | -7.8% | +15.2% | -23.1% | -14.6% |
| YTD | -27.9% | -6.3% | -21.6% | -25.8% |
| 1Y | -28.0% | -19.1% | -8.9% | -19.8% |
| 3Y | -55.3% | +8.2% | -63.5% | -61.6% |
| All | -60.9% | +74.4% | -135.3% | -78.5% |
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