+4,623.3%
ADSK vs AJG
+11,150.2%
-6,526.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.8% |
| 7D | -2.5% | -8.3% | +5.7% | +0.8% |
| 30D | -14.9% | -5.7% | -9.2% | -13.0% |
| 3M | +3.3% | +9.1% | -5.8% | -0.1% |
| 6M | -15.7% | +15.2% | -30.9% | -20.2% |
| YTD | -28.2% | -6.3% | -22.0% | -26.9% |
| 1Y | -34.5% | -19.1% | -15.4% | -29.8% |
| 3Y | -2.9% | +8.2% | -11.1% | -8.3% |
| 5Y | -25.3% | +75.6% | -101.0% | -41.1% |
| 10Y | +217.8% | +471.1% | -253.3% | +68.6% |
| All | +4,623.3% | +11,150.2% | -6,526.9% | +1,230.3% |
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 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