+11,175.1%
AJG vs CHD
+9,738.0%
+1,437.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | -8.5% | -4.7% | -3.8% | -7.6% |
| 30D | -3.8% | -8.3% | +4.6% | -2.0% |
| 3M | +10.8% | -4.0% | +14.9% | +11.8% |
| 6M | +15.6% | -6.5% | +22.1% | +17.1% |
| YTD | -5.1% | +13.1% | -18.2% | -7.7% |
| 1Y | -16.0% | +2.3% | -18.4% | -16.7% |
| 3Y | +9.7% | +1.8% | +8.0% | +8.5% |
| 5Y | +77.8% | +20.6% | +57.3% | +69.2% |
| 10Y | +478.2% | +125.6% | +352.6% | +386.1% |
| All | +11,175.1% | +9,738.0% | +1,437.1% | +5,859.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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