+36.3%
AKAM vs AJG
-12.9%
+49.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.4% |
| 7D | -2.1% | -1.8% | -0.3% | -2.3% |
| 30D | -13.9% | +4.6% | -18.6% | -13.6% |
| 3M | -33.8% | +24.9% | -58.7% | -33.2% |
| 6M | +2.2% | +17.2% | -15.0% | +5.0% |
| YTD | +20.6% | +2.2% | +18.4% | +26.4% |
| 1Y | +36.3% | -11.5% | +47.8% | +47.2% |
| All | +36.3% | -12.9% | +49.2% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling