+11,036.6%
AJG vs CGNX
+12,871.6%
-1,835.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.1% | -5.3% | -1.6% |
| 7D | -8.3% | +3.2% | -11.4% | -8.6% |
| 30D | -5.7% | +6.0% | -11.7% | -6.4% |
| 3M | +9.1% | +3.5% | +5.5% | +8.0% |
| 6M | +15.2% | +26.3% | -11.1% | +11.4% |
| YTD | -6.3% | +79.2% | -85.5% | -13.5% |
| 1Y | -19.1% | +43.8% | -62.9% | -23.9% |
| 3Y | +8.2% | +52.0% | -43.7% | -0.8% |
| 5Y | +75.6% | -24.0% | +99.7% | +71.8% |
| 10Y | +471.1% | +189.1% | +282.0% | +378.7% |
| All | +11,036.6% | +12,871.6% | -1,835.1% | +6,505.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling