+11,220.1%
AJG vs ALK
+802.3%
+10,417.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -1.9% | -2.7% |
| 7D | -7.4% | -3.0% | -4.4% | -6.9% |
| 30D | -3.0% | -14.6% | +11.6% | -0.6% |
| 3M | +12.8% | -10.6% | +23.4% | +14.1% |
| 6M | +12.8% | -6.7% | +19.5% | +12.4% |
| YTD | -4.7% | -19.8% | +15.0% | -3.4% |
| 1Y | -17.2% | -35.2% | +18.0% | -13.4% |
| 3Y | +10.2% | +1.4% | +8.8% | +3.8% |
| 5Y | +76.9% | -30.7% | +107.6% | +74.5% |
| 10Y | +480.5% | -37.4% | +517.9% | +447.2% |
| All | +11,220.1% | +802.3% | +10,417.7% | +6,162.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling