-15.7%
ADSK vs AJG
+12.4%
-28.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +1.2% |
| 7D | -2.5% | -8.3% | +5.7% | +3.1% |
| 30D | -14.9% | -5.7% | -9.2% | -12.0% |
| 3M | +3.3% | +9.1% | -5.8% | -3.2% |
| 6M | -15.7% | +15.2% | -30.9% | -24.4% |
| All | -15.7% | +12.4% | -28.1% | -24.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling