+17.5%
AJG vs ALK
+13.2%
+4.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.1% |
| 7D | +0.5% | -1.2% | +1.7% | +0.5% |
| 30D | +19.4% | +7.7% | +11.7% | +18.9% |
| 3M | +11.9% | -19.0% | +30.9% | +12.7% |
| 6M | +48.3% | -0.2% | +48.5% | +47.4% |
| YTD | +10.3% | -23.5% | +33.8% | +11.0% |
| 1Y | +11.5% | -9.1% | +20.6% | +10.6% |
| 3Y | +17.5% | +12.0% | +5.5% | +16.4% |
| All | +17.5% | +13.2% | +4.4% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling