+21.0%
AJG vs CART
+39.2%
-18.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -3.8% | +1.2% | -5.0% | -3.8% |
| 30D | +19.1% | +17.8% | +1.3% | +17.6% |
| 3M | +8.8% | +20.7% | -11.9% | +7.3% |
| 6M | +41.3% | +49.7% | -8.4% | +37.4% |
| YTD | +8.1% | +30.0% | -21.9% | +5.4% |
| 1Y | +9.6% | +48.4% | -38.7% | +6.4% |
| 3Y | +15.0% | +132.0% | -117.0% | +11.7% |
| All | +21.0% | +39.2% | -18.2% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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