+19.4%
AKAM vs AJG
+19.3%
+0.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | +0.3% |
| 7D | -12.4% | +10.7% | -23.1% | -10.8% |
| 30D | -20.4% | +26.9% | -47.3% | -17.0% |
| 3M | -30.3% | +16.6% | -46.9% | -28.3% |
| 6M | -18.8% | +40.1% | -58.9% | -14.9% |
| YTD | -1.5% | +12.4% | -14.0% | +8.2% |
| 1Y | +19.4% | +15.9% | +3.5% | +30.7% |
| All | +19.4% | +19.3% | +0.1% | +30.7% |
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