+21,125.4%
ADBE vs AJG
+11,150.2%
+9,975.2%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.9% |
| 7D | -5.4% | -8.3% | +2.9% | -1.9% |
| 30D | -2.5% | -5.7% | +3.2% | -0.2% |
| 3M | +15.3% | +9.1% | +6.2% | +11.4% |
| 6M | -7.8% | +15.2% | -23.1% | -13.2% |
| YTD | -27.9% | -6.3% | -21.6% | -26.4% |
| 1Y | -28.0% | -19.1% | -8.9% | -22.2% |
| 3Y | -55.3% | +8.2% | -63.5% | -57.9% |
| 5Y | -61.7% | +75.6% | -137.4% | -70.3% |
| 10Y | +153.8% | +471.1% | -317.3% | +24.7% |
| All | +21,125.4% | +11,150.2% | +9,975.2% | +5,418.5% |
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 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