+1,428.1%
AJG vs CAPR
-99.1%
+1,527.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.6% | -0.4% | -4.0% |
| 7D | -3.8% | -9.5% | +5.7% | -3.7% |
| 30D | +1.6% | +121.5% | -119.9% | +1.1% |
| 3M | +18.6% | -65.4% | +84.0% | +18.8% |
| 6M | +10.9% | -67.5% | +78.4% | +11.1% |
| YTD | -2.0% | -68.6% | +66.7% | -1.8% |
| 1Y | -14.9% | +42.7% | -57.6% | -16.7% |
| 3Y | +13.4% | +43.4% | -29.9% | +10.1% |
| 5Y | +83.2% | +86.0% | -2.8% | +76.8% |
| 10Y | +484.3% | -77.4% | +561.7% | +452.9% |
| All | +1,428.1% | -99.1% | +1,527.2% | +1,355.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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