+1,375.8%
AJG vs PODD
+692.2%
+683.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +2.0% | -0.1% |
| 7D | -8.5% | -10.6% | +2.0% | -7.2% |
| 30D | -3.8% | -6.9% | +3.2% | -2.9% |
| 3M | +10.8% | -10.6% | +21.5% | +11.9% |
| 6M | +15.6% | -43.5% | +59.1% | +23.1% |
| YTD | -5.1% | -52.6% | +47.5% | +3.1% |
| 1Y | -16.0% | -60.1% | +44.1% | -7.0% |
| 3Y | +9.7% | -21.7% | +31.4% | +9.7% |
| 5Y | +77.8% | -54.6% | +132.4% | +86.6% |
| 10Y | +478.2% | +228.2% | +250.1% | +366.3% |
| All | +1,375.8% | +692.2% | +683.6% | +823.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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