+459.5%
AJG vs ALK
-35.7%
+495.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.7% |
| 7D | -8.3% | -2.1% | -6.2% | -7.9% |
| 30D | -5.7% | -13.1% | +7.4% | -3.4% |
| 3M | +9.1% | -11.8% | +20.9% | +10.9% |
| 6M | +15.2% | -0.4% | +15.6% | +13.2% |
| YTD | -6.3% | -18.2% | +11.9% | -5.0% |
| 1Y | -19.1% | -35.5% | +16.4% | -14.3% |
| 3Y | +8.2% | +1.8% | +6.4% | -0.9% |
| 5Y | +75.6% | -26.6% | +102.3% | +69.7% |
| All | +459.5% | -35.7% | +495.2% | +374.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling