+11,552.3%
AJG vs CASY
+35,206.2%
-23,653.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.0% | -1.0% | -3.6% |
| 7D | -3.8% | -4.4% | +0.6% | -3.1% |
| 30D | +1.6% | -12.0% | +13.7% | +3.6% |
| 3M | +18.6% | -2.3% | +21.0% | +18.6% |
| 6M | +10.9% | +10.5% | +0.4% | +8.4% |
| YTD | -2.0% | +33.0% | -35.0% | -6.9% |
| 1Y | -14.9% | +41.1% | -56.1% | -20.1% |
| 3Y | +13.4% | +207.5% | -194.1% | -6.5% |
| 5Y | +83.2% | +290.7% | -207.5% | +45.3% |
| 10Y | +484.3% | +556.5% | -72.2% | +325.4% |
| All | +11,552.3% | +35,206.2% | -23,653.9% | +5,911.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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