-19.1%
AJG vs ALK
-34.8%
+15.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.2% |
| 7D | -8.3% | -2.1% | -6.2% | -8.3% |
| 30D | -5.7% | -13.1% | +7.4% | -5.8% |
| 3M | +9.1% | -11.8% | +20.9% | +8.9% |
| 6M | +15.2% | -0.4% | +15.6% | +14.9% |
| YTD | -6.3% | -18.2% | +11.9% | -6.5% |
| 1Y | -19.1% | -35.5% | +16.4% | -13.2% |
| All | -19.1% | -34.8% | +15.7% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling