+819.2%
AJG vs AMCR
+93.5%
+725.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | -8.3% | -6.3% | -2.0% | -6.9% |
| 30D | -5.7% | -7.8% | +2.1% | -3.9% |
| 3M | +9.1% | +7.5% | +1.5% | +7.2% |
| 6M | +15.2% | +2.7% | +12.5% | +13.9% |
| YTD | -6.3% | +6.0% | -12.3% | -8.5% |
| 1Y | -19.1% | +7.8% | -26.9% | -21.4% |
| 3Y | +8.2% | +5.8% | +2.4% | +4.5% |
| 5Y | +75.6% | -11.6% | +87.3% | +76.5% |
| 10Y | +471.1% | +14.6% | +456.5% | +422.5% |
| All | +819.2% | +93.5% | +725.7% | +721.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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