+76.9%
AJG vs ALK
-28.1%
+105.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -1.9% | -2.8% |
| 7D | -7.4% | -3.0% | -4.4% | -7.1% |
| 30D | -3.0% | -14.6% | +11.6% | -1.5% |
| 3M | +12.8% | -10.6% | +23.4% | +13.6% |
| 6M | +12.8% | -6.7% | +19.5% | +12.5% |
| YTD | -4.7% | -19.8% | +15.0% | -3.6% |
| 1Y | -17.2% | -35.2% | +18.0% | -13.9% |
| 3Y | +10.2% | +1.4% | +8.8% | +3.1% |
| 5Y | +76.9% | -30.7% | +107.6% | +74.6% |
| All | +76.9% | -28.1% | +105.0% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling