+365.7%
ALAB vs AJG
+1.4%
+364.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.0% | -2.9% | -9.7% |
| 7D | +3.2% | -3.8% | +7.0% | +0.4% |
| 30D | -13.6% | +1.6% | -15.2% | -12.2% |
| 3M | -16.6% | +18.6% | -35.2% | -6.2% |
| 6M | +142.3% | +10.9% | +131.4% | +169.3% |
| YTD | +73.6% | -2.0% | +75.6% | +82.5% |
| 1Y | +33.7% | -14.9% | +48.6% | +36.3% |
| All | +365.7% | +1.4% | +364.2% | +515.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling