+101.1%
AKAM vs AJG
+473.1%
-372.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | +1.5% | -8.3% | +9.8% | +3.8% |
| 30D | -13.0% | -5.7% | -7.3% | -11.9% |
| 3M | -19.4% | +9.1% | -28.5% | -22.2% |
| 6M | +0.3% | +15.2% | -14.9% | -5.1% |
| YTD | +22.4% | -6.3% | +28.7% | +23.2% |
| 1Y | +34.8% | -19.1% | +54.0% | +42.5% |
| 3Y | +1.9% | +8.2% | -6.3% | -4.9% |
| 5Y | -4.6% | +75.6% | -80.2% | -26.8% |
| All | +101.1% | +473.1% | -372.0% | -4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling