+459.5%
AJG vs CGNX
+193.6%
+265.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.1% | -5.3% | -1.8% |
| 7D | -8.3% | +3.2% | -11.4% | -8.7% |
| 30D | -5.7% | +6.0% | -11.7% | -6.7% |
| 3M | +9.1% | +3.5% | +5.5% | +7.5% |
| 6M | +15.2% | +26.3% | -11.1% | +9.2% |
| YTD | -6.3% | +79.2% | -85.5% | -18.0% |
| 1Y | -19.1% | +43.8% | -62.9% | -26.7% |
| 3Y | +8.2% | +52.0% | -43.7% | -6.9% |
| 5Y | +75.6% | -24.0% | +99.7% | +74.7% |
| All | +459.5% | +193.6% | +265.9% | +284.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 10y: compounded portfolio wealth divided by compounded CGNX 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…
10y analysis · Full analysis span regression · 6 months rolling