+11,220.1%
AJG vs COO
+5,454.1%
+5,766.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.2% | +3.4% | -2.5% |
| 7D | -7.4% | -9.0% | +1.6% | -6.9% |
| 30D | -3.0% | -16.8% | +13.9% | -1.9% |
| 3M | +12.8% | -7.5% | +20.3% | +13.4% |
| 6M | +12.8% | -16.3% | +29.1% | +14.0% |
| YTD | -4.7% | -22.5% | +17.8% | -3.3% |
| 1Y | -17.2% | -7.0% | -10.2% | -16.9% |
| 3Y | +10.2% | -27.5% | +37.6% | +11.7% |
| 5Y | +76.9% | -43.3% | +120.2% | +81.4% |
| 10Y | +480.5% | +37.6% | +443.0% | +470.6% |
| All | +11,220.1% | +5,454.1% | +5,766.0% | +10,579.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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